It's challenging to set goals when you aren't sure what you want out of life. Many people will flounder around and wing it, fortunately for some of those people that could work. They love to be spontaneous are usually considered to be free-spirited. However, they would like a bigger, more meaningful purpose in their lives but aren't exactly sure what that may be.
You must dig deep within yourself to determine what you truly want. What do you dream about day after day? What kind of successful people do you read about? Do you want the same or similar success as they have, or would you like to model multiple people's characteristics? It may help if you ask your friends and family how they see you, i.e., what type of person they think you are. Then determine whether you like that person or if you would like to try and change.
After you find some defining purpose, that doesn't mean you are stuck with it. You are free to change anytime you see that it wasn't what you thought it would be. Purposes may evolve and change over time. Of course, you may have more than one purpose. If you are a doctor, perhaps you want to become a professional singer as well.
Your purpose is not just about what kind of career you have. You may define a purpose that includes serving others in a way that isn't related to your job. You could find organizations that are looking for volunteers and sign up to help. Volunteering sets you up to meet people you otherwise would not. You will see a vast array of experiences and viewpoints that can help further define your purpose.
It's may not be easy for you to determine your purpose. It's not something that will happen after a day of soul-searching. Finding your purpose can take a lot of time, and it often requires going outside of your comfort zone to better realize the purpose. Sometimes it can be within our reach, but we don't come to the realization until a life-changing event occurs. It is something that evolves, which is what makes it frightening and exhilarating at the same time. Once we've got a good feeling for what we want our purpose to be, we can then map out goals to achieve it.