As everyone else has confirmed, what you are going through is normal. We've all been there.
I was 24 when I left the Borg. I had always had my entire life planned out for me. Pioneer, marry, make until the Paradise. I had always been told what to do, by my father, then husband, and always by the congregation. When I left it all, I had no one. No friends, no family...nothing. I felt completely lost. Actually it was more like I had no idea how to just live. I felt so dumb when it came to making certain decisions or creating relationships. A number of things through the past few years has helped get me on my path.
One thing I have learned is that my purpose is no longer to get to a certain place ei. paradise. My purpose now is to learn as much as I can about myself while alive on this earth. Since I have no idea what comes after my death, I know that this is the time to rack up as many experiences as possible and live my life to the fullest. It's all about finding out what makes YOU happy. It's all about self-discovery. Something that will take my entire lifetime.
Don't be scared about this feeling of being lost. As time passes you too will find your place. Being "empty" only means you've cleaned house of the junk and are ready to fill it back up with people and experiences that are real. There's a wonderful world of possibilities out there. Instead of being scared of them, go for it with full force. (within your own bounds, of course)
Shauna