Love this thread, esp. as I'm in my 20s and directly benefit from it.
Biggest lessons that I've learned so far and would offer up are the importance of VISION, FOCUS, and PERSEVERANCE. I offer these as someone who is directly engaged in the struggle of walking my own path. I am by no means perfect or even close to achieving all 3 of these points 100% of the time, but these are the 3 that help me keep going. I hope this is helpful to you.
1) VISION: You must figure out who you really are and what you want to be, and then be it with everything you've got. Most people you meet will have a set notion of you that may not align with your vision of yourself. Don't follow their vision. Find and follow your own.
Further, a lot of our 20s peers are doing "what they're supposed to do" because they haven't put in the emotional labor to figure out "what they want to do" and "who they want to be." As a result, they spend money and time on things that don't matter and have no meaning. Don't be that guy. Figure out who you want to be and what you really care about. Then act accordingly.
I'd suggest literally writing out your vision. You will need it clearly articulated and stored somewhere so that you can revisit it when you feel like shit later on. There will be stretches of time where you think "why the hell am I doing this, again?" You need to be able to revisit your vision and re-inspire yourself with your own answer. More on this in #3.
2) FOCUS: Ignore the haters and avoid the losers. Be ruthless about how you spend your time.
-Haters: Once you figure out #1, a lot of your acquaintances who are doing "what they're supposed to be doing" and were nice, become trolls. Your inner security, vision, and that you have the balls to go for it will highlight their lack thereof. Don't listen, don't react, just get back to work on your vision.
-Losers: the people you spend time around affect your thoughts, decisions, and actions. Don't hang out with people who are negative, unsupportive, or are just plain losers. They will bring you down and eventually, you will end up resenting them for doing so and yourself for letting it happen.
-Time: Time is the most valuable asset we have in our 20s, along with energy. Consciously choose what you spend time on, and who you spend time with. Don't spend time doing shit that doesn't matter or that you hate. Don't spend time around haters/losers.
Whatever it takes, cultivate and maintain a personal network of supportive, positive, happy people. Doing so will make it orders of magnitude more likely you will be supportive, supported, positive, and happy. We are deeply affected by the people we spend time with.
3) PERSEVERANCE: No one said it would be easy to follow through on your vision. Once you've got it (#1), and are able to start focusing in on it (#2), JUST. KEEP. GOING. You will get knocked down. You will fail at times along the way. You will feel like shit sometimes. When this happens, go revisit your vision, your "why" (from #1), and put fuel back in your tank. Then... Just. Keep. Going.
Again, I'm not "there" yet but these 3 things are what help me keep going and give me confidence that I will make it. Best of luck to you on the journey -- and please, enjoy the ride!