What do you want? I mean what do you really want? It's a harder question that it seems, isn't it?
The first problem is that for too many of us "what we want" is actually what we think we should want and not what we really want for ourselves. People tell you that you should want to be rich, so you think you want to be rich, but do you really or do you just want to not worry about money? That's just one example.
First, you need to understand you own values, your own desires, your own goals.
Then, you can make a plan and devise a strategy to move towards them.
That's where a coach comes in. A coach doesn't teach you anything except how to access the truth of what you already know: a more complex proposition than it sounds at first.