I have felt that sense of being "lost" many times throughout my life. In college, wondering where I'm going, wondering why I'm even there, and where to go next. At meaningless jobs with no future, wondering "what I want to be when I grow up."
Other times the difficulty wasn't even "not knowing", but rather having too many choices in front of me, liking a lot of them, and being unable to choose one. I know it can be very difficult and can make a person just feel very dreary not having a solid direction to go. One of the great things for a lot of people with ASD conditions is, although certain areas of life are sacrificed to compensate for others, people with ASD conditions often have some aspects of their life where they are REALLY strong at something, often more so than the average NT person. Find that strength, build on it, and you'll find a way to enjoy life more knowing that you absolutely ROCK at something.
One thing I've found that has really helped me is to think about the things I like, why I like them, if there are any similar reasons why I like certain things, and if those reasons might have to do with one of my strengths and personal traits. For me, I tend to be very good at research and analysis. Some of the hobbies I enjoy are sports cars, modifying them, firearms, electronics and building my own computers, etc. It took me awhile but, eventually I realized that the things that I do really well and enjoy in those areas are research and analysis. With cars, I like finding a project, researching everything I can about that project, maybe starting a spreadsheet to catalog all of the components I need to build a certain project, etc. Same thing with firearms and computers. I realized that was my strong suit, and something I really enjoyed, so I took that knowledge and started looking for jobs and opportunities that would let me utilize those strengths, and hopefully in something I enjoy.