I've been here before. Feeling as if I'm just too late and missed the train that was going to take me to the right job, the right attitude, the life where I am happy and unfraid. You can live a life without any goals, but you won't get anywhere. If you live just for the sake of living, the past will be just as the future, you won't get anything to measure up your progress, your personal changes, your growth.
You have to set goals, and you can't settle for less (if it feels less for you). You need to feel good with your choices, and in order that to happen, you cannot compare your life with the life of others. Let them be. You have your own set of dreams, and silly things that make you happy. Don't expect others to understand why you're chosing this or that way. So you need to move on that gut feeling. BUT, when you do choose, keep going. Don't look back, or change your mind again. Go. Go and don't give up. One day you'll look back and see how far you've gone. There will be no space for regrets. There will be a very strong you, a very happy you, that is proud of who you are and that it is good for others (because you inspire).