Don’t feel guilty if you don’t know what you want to do with your life. The most interesting people I know didn’t know at 22 what they wanted to do with their lives. Some of the most interesting 40-year-olds I know still don’t.
I'm not sure if Mary Schmich (who did write it) takes pride in her words being frequently credited to an esteemed writer, or if it rankles. Later Baz Luhrmann made the words into a #1.
Anyway, I agree. You don't need to know where to go next, just be curious and find things as you investigate. Sometimes a project will call to you. Don't be concerned if it hasn't yet.
Your project does not have to be a business. If you wanted to embark on a Dwarf Fortress kind of project you could happily work at it for the rest of your life without needing it to be a money making venture. Your Dwarf Fortress might be A database of the world's cheese or a castle built entirely from synthetic diamonds you produce one at a time from your own machine. It doesn't have to be easy or even possible to complete. I don't think you can decide on something and go do it. I think your thing will tell you when it is ready.