The first rule is not to try to please other people. That route is doomed. Then, the only other rule is to experience as much of life as you can, different studies, travel, and work, meet lots of different people until you are about 28-29.
In your late twenties it is very common to have another period of feeling lost. Some of the possibilities you had when you were in your late teens will be be closed to you, and it is a bit depressing. This is very, very common, nothing to get bogged down in though. Other opportunities will start to open up to you in the next few years after that.
I strongly agree with some of the others here, avoid anything that ties you down too much until your late twenties, because for some reason, by the time we get to about thirty, things seem to come together. Often the path is clearer, and you are becoming more like the person that you really are. Also by this time you will have experienced enough of life to start to make some good decisions to set the course for the next phase of your life.
There is nothing wrong with feeling a bit lost, it is very normal. It comes with an immense, often intimidating amount of freedom. We all experience it. Enjoy life nevertheless, become your own best friend, and remember that your own sense of well being and happiness is the ultimate goal that can be achieved in many different ways.
Good luck.