Welcome to your 30's. I don't mean that to be dismissive, but more to tell you that feeling the way you do is completely normal and has happened to just about everyone I know.
Most of my life I felt like I was doing all the right things, but really I was following a script that society had laid out. Do well in school, get a good job, be successful, etc. Follow your dream! Achieve your goals! The problem was that these things I've achieved wouldn't have been my goals outside of societal influence. Rather, they're appealing because of the money, respect, and security that's afforded by my having achieved them. Left to my own devices, I'd probably be a surfing or snowboarding bum with an interest in math and music.
Now, society gives us a recipe for money, stability and respect. But that's not a recipe for happiness, nor was it ever intended to be. And that's not necessarily a bad thing...money, stability and respect are certainly not at odds with being happy. However, many of us spend much of our young lives trying to achieve financial and business goals without spending a minute of time thinking about achieving happiness. You're brand new to this!
I didn't abandon my existing career or anything like that, but I did start to question the societal script from square one; I accepted parts of it and abandoned others. And I got involved in some meetup groups and made more friends. Plenty of people feel exactly like you do. What if you all got together and talked about that, or did something about it? It works.
Last weekend I was in a short film made by a friend I met recently. Making a movie was never a goal of mine, but was my friend's dream. Helping make that happen was incredible and fun.
But don't go looking for movie-making friends, unless that really interests you. Look for friends. You'll probably get out as much or more than you put in.