This is always a very difficult question. To see direction in our life is one of the most wonderful blessings we can receive. There is nothing more encouraging than to see where your next step will lead you. Christ called himself the way for a reason.
So where are we going? I believe everyone has, at least once in his lifetime, taken a trip with a map. We have a piece of paper with some information and a compass and with those two we go across the forest or mountain. We trust both of them and if we know how to use them it isn't a problem to reach our goal. But why can't we do the same with our lives? We have everything that we need to find the purpose of life. You do not have to be a Christian to find out that there are certain signs in our life and if we follow them our life's purpose is easy to be found. As believers in God it is even easier for us. We have The Word of God and the Sacraments. Based on those two we see the path that we have to walk on.
Unfortunately there is temptation, a fool's attraction to something on the side of the road. Many people find this more attractive than a clear path. Here is an example: you are married. You have a spouse but why not flirt with another person, just for fun. And this fun later changes to something serious and the real path is lost. But it is not just about marriage. It applies to every single part of life. You can be a priest, a single, a married, every time you want to reach a forbidden fruit you are losing the true way.
So where are we going? Our call is to go to God and have eternal life with him but our choices are not necessarily reflecting this call. As a nation, as a family, as a society the more we are looking for things that are different the more we are drifting away from our path.
So if you are wondering where you are going in your life just check who you follow in your life: the one that died for us and is our way or the world that will betray you as soon as you question it.