Everyone in the world falls into one of two categories - Christian (i.e. 'saved') OR Non-Christian (i.e. 'unsaved').
The Christians (i.e. the saved) are going to Heaven. Whereas, the non-Christians (i.e. the unsaved) are going to Hell.
Literally thousands of books have been written on the subject of what God's will is for our lives and what our purpose for living should be.
God's Will for the Unsaved (i.e. Non-Christians)
The Bible tells us that God's will for the unsaved is that they will get saved so that they can spend eternity with Him in Heaven.
Jesus says, in John 14:1-6: "Let not your heart be troubled: ye believe in God, believe also in me. In my Father's house are many mansions: if it were not so, I would have told you. I go to prepare a place for you. And if I go and prepare a place for you, I will come again, and receive you unto myself; that where I am, there ye may be also. And whither I go ye know, and the way ye know. Thomas saith unto him, Lord, we know not whither thou goest; and how can we know the way? Jesus saith unto him, I am the way, the truth, and the life: no man cometh unto the Father, but by me."
God's Will for the Saved (i.e. Christians)
If you are saved, then God's will for you is that you follow His plan for your life. He desires that you go on with Him. A Christian's life journey with the Lord is called their 'sanctification'.
1 Thessalonians 4:3 says: "For this is the will of God, even your sanctification".
Concerning 'sanctification', C.H. Spurgeon said: "We may speak of believers as those who are sanctified by God the Father, that is to say, they are set apart. They were set apart before they were created, they were legally set apart by the purchase of Christ, they are manifestly and visibly set apart by the effectual calling of the Spirit of grace."
Concerning 'sanctification', A.W. Pink said: "As the term is applied to Christian, it is used to designate three things or three parts of one whole first, the process of setting them apart unto God or constituting them hold (Heb 13:12, 2 Thess 2:13); second, the state or condition of holy separation into which they are brought (1 Cor 1:2, Eph 4:24); third, the personal sanctity or holy living that proceeds from the state (Luk 1:75, 1 Pet 1:15)."