One of the first questions people have at the beginning of their self-improvement journey is "What do I want? I don't know what I want!"
It's frustrating and a situation I've encountered multiple times.
The first time I was lost by this question was in my early twenties. Having just finished school and gave my parents the relief that their "job" was done, I was faced with a pretty grim question: "What do I want to do with my life?" I never really thought about the life after school.
The second time I was lost was in my early thirties. My wife and I bought our own place. I reached my career goals and had a lot of savings - not enough to retire but I know I wouldn't starve for a while. Again, I didn't think through what my life would be after reaching my career goal.
When this happens, one strategy is to look to your role models for answers. Who do you look up to? Who makes you think "Hmmm, I like his/her work" or "I want his/her lifestyle"? List all the people that you feel who had helped you get to where you are today. They could be people you know in real life, public figures, historic figures, or even fictional figures. Write down all the specific qualities you admire about them. When you assemble all the qualities together, it tells you what kind of person you want to become. There is no dream too big here. After all, we are all peer humans and you must dare to dream big.
Now work backwards to define the milestones you need to reach to become the person you meant to be. If you find the milestones hard to come up with, reading people's biographies is a great way to figure it out. And now, you have some reading goals. ;-)