Knowing where you're going is hands-down the most direct way to get there. When you are clear about what you want, you'll be amazed at how quickly the path to get there will reveal itself.
Yet, sometimes we just don't know.
We still have all our old "stories" swimming around in our head - you "should" be like this, only crazy people do that, etc., and so we are limited in the options we'll even allow ourselves to entertain. The stories are what keep us stuck. Of course, I recommend going to work to rewrite the old stories with the help of a good coach.
However, here is a process to help you know where you're going even when you don't!
Start with what you do know, even if it is small
What can you say for certain that you do want in life? You don't have to know the whole big picture, start with something small. Maybe you want to travel more, spend more time with friends or family, take classes, have a home with a view of water, or forest, or a city skyline. Perhaps you want an inspiring relationship, or a career that capitalizes on your creativity. Choose the thing you're clear about and focus on that.
What we focus on, grows
Put your attention whole-heartedly on the part of your destination about which you are clear. What we focus on, grows. Think about the thing that you want, and even why you want it. Imagine yourself having it in your life. What would life be like? How does it make you feel to have it? Spend time each day thinking about that thing and being grateful in advance for the fact that it is here. (If you can imagine it, it is possible.)
Shift your energetic state
When you focus on the thing you want, you are not simply wishing and hoping. If you do it well, you will be mentally putting yourself there. By doing so, you instantly shift your energetic state to one of love, possibility and passion. When you are in a passion-driven state, first, it is simply much more fun. Focusing on what you desire as if it is already here makes you happier! Second, in this energy state, more of what you really want will reveal itself. You have removed yourself, mentally and energetically, from fear-based concerns (e.g. "What if" and "Not enough" thinking), and, what I call, your "Intuitive Genius" will emerge.
Notice what else shows up
In this new energy state, new possibilities emerge. Focus on what you desire, then look around. What opportunities do you see for action toward that goal? Picture yourself with that end goal achieved. What else do you notice about what your life looks like? Where are you? Who is around you? What work are you doing? What relationships do you enjoy? Trust these observations and write them down. If you continue this process over time, you will begin to have a clear picture of where you are going, and you'll be on the road that is taking you there!

Author's Bio: 

Darla is an inspired coach, whose calm, clear presence, compassion, and insight bring out the greatness in her clients, particularly when they may not be able to see it for themselves. Having been through the process of transforming her own life from one of unrequited ambition to one of meaning and passion, she knows firsthand the courage it takes to discover one's own path in life and the rewards that unfold during the journey.

Darla is a veteran in the field of coaching with more than 15 years of professional experience to her credit. She obtained a BS in Chemical Engineering from the University of Minnesota in 1996, and received her Professional Coaching Certification from the Institute for Professional Excellence in Coaching (iPEC) in 2009. In between, she has been a Senior Engineer for a Fortune 100 CPG company, taught high school math and statistics, and managed multi-million dollar marketing campaigns for several billion-dollar brands.

In every role, Darla sought out opportunities to coach and develop others, while voraciously developing herself as a leader and coach. With clients, co-workers, and students, Darla has helped others discover their true selves and empowered them to motivate their own action. This is a theme scattered throughout her life beginning with a neighborhood get-to-know-you skit at age 8, and a self-esteem program for 5th graders, developed in high school! After years of coaching individuals for other organizations, Darla decided to commit herself fully to the role of coach by opening her own business.

By stepping into business, Darla is now "walking the talk" of her mission, which is to create a world in which we are each free to be our Self and share our True Gifts in our life and work. Today she leads a purposeful and fulfilled life as owner and principal of Doux Coaching. She is a powerful catalyst for her clients and workshop participants, empowering them to "rewrite their rules" to create freedom, clarity of purpose, a balanced and inspired life that emanates from their true Self.