I went through a phase of being very interested in understanding my own personality. I found the Enneagram very helpful. Also, Myer-Briggs. And the Gallup Strengthsfinder.
At the end of that phase, I felt that I knew myself better. It became easier to set goals that were personally meaningful (as opposed to goals which resemble some regurgitated facsimile of some societal paradigm). Because goals which are meaningful to one personality type may well not be meaningful to another personality type. Different motivations drive the different personality types.
If you read some books on goal-setting, eg Brian Tracy, you will also find various ideas/exercises/thought experiments that help you determine what you really want for yourself. One example would be a value-clarification exercise. Eg one person's top five values may be "Loyalty / Teamwork / Honesty / Forgiveness / Generosity". Another person's top five values may be "Achievement / Knowledge / Creativity / Determination / Courage". Identifying your personal values may help you to understand what kind of goals really matter to you and why.
At some earlier stage of my life, I did often have the "I'm not sure how I ended up here" feeling. But I don't have it any more. Nowadays I definitely have plans for my life - not just one or two aspects, but many aspects: career, family, finances, health, spiritual, social contribution etc.
I think it is extremely useful to set goals with different time-frames. Eg goals with a 10-year timeframe; goals with a 5-year timeframe; goals for the year; goals for the next 3 months; weekly goals; daily goals. That very much adds up to a life by design.
But I should add that it's also important to review, adjust & revise your goals from time to time. Circumstances change; new experiences alter your beliefs and attitudes; you may feel drawn towards new types of goals; whereas previous goals may become less interesting; insufficiently challenging; or no longer feasible.
Here are examples of goals with different time-frames - click
here,
here,
here and
here.