ButterflyEffect and I were/are in the same situation. It is not easy, but it will get better, with time. As kleinbl00 said, you have no structure. Get a job. That is basically what I did, even though the intention was to do my PhD there. It did not work out, but in those 4 months, I was getting paid and had some time to think about what I want to do. Now I know what I am going to do. Just don't try avoiding the situation. Think about it. You will have your ups and down. Push through them and you will find your way :)
Yep, still there. Despite having a job lined up it's one of those things where you can't know if you're going to like until you start doing it. That and engineering as an entity I'm still not sold on. I'll tell you what though, I would kill for money saved up (have that) and no debt (have a ton of debt from student loans). It might even be worth rolling around for a year or two if money isn't an issue. I've come to terms with not having any idea what my impact on the world will be, and it's a bit liberating. We'll all figure out in time, that much is certain. It might be worth checking out /r/personalfinance and reading through their FAQ/wiki.