As the Rolling Stones said, (as I've always thought) in a rare moment of sobriety in between rounds of cocaine and groupies, you can't always get what you want. The first step is always to figure out what you want--this can take years, decades, and many people never get that far. Then you have sole responsibility for doing what you can to get what you want. Sometimes, you have control over this: that's how I got my current job, for example. I realized I didn't like what I was doing, studied a bunch, worked some contacts to get interviews, and here I am.
Unfortunately for us, that's just a little bit of control over a very small area. In the end, we don't have control: we're stuck diving in to our lives and trusting that things will come out okay, one way or another. The universe gives to us what we can take.
You can't always get what you want. Sometimes you're stuck just trying to become the person you want to be, someone capable of receiving what you want, and perhaps a faint hope that maybe someday you'll get it. Moment by moment and day by day, become who you are.