Philosophy has a term: Existentialism—the belief that we alone are responsible for creating purpose or meaning in our lives. Neither the meaning in our lives nor our individual purpose is given to us by any diety, government, or other authority.
The ability to create meaing, rather than to find it, is freeing. But, that freedom feels both overwhelming and empty. Overwhelming in that our actions are our own—for good or bad, and empty in that when we are inevitably unsure of what to do, no one is coming to the rescue.
But it is important to understand that this emptyness is not hopelessnes—this, Philosophy tells us, is Nihilism. This destructive force leads to despair, and spreads and infects a society. Nietzsche famously warned of Nihilism and advocated for curing the pathology. His cure? Creating value and meaning in our lives. To Nietzsche, this creation needed to occur whether or not it went against the norms of society. It was that willingness to face consequence (though Nietzsche specifically forbade martydom and death) as a way to cure Nihilism and live authentically.
Unfortunately, the Existentialists and later thinkers realized that seek meaning, and that even authenticity could not save us from that desire. Creating meaning is not the same as finding it. Life will never offer up its full answers, and we cannot create it all. But whether life is ever fully answered or not is irrelevant, the point is: we’re here at the end of meaning. So, we do it anyway.