The reason you are having trouble figuring your career out is this:
Making it in this world as an artist is ACTUALLY REALLY HARD.
It's not because you are weak-willed, or naive, not smart enough or not talented enough. It's not because you are a self-involved millennial. (Don't get me started on that whole line of thinking.) You might be any or all of these things, but that still wouldn't explain why this stuff is so tough.
You're in between various rocks and hard places. Their names are Time, Money, Supply, Demand, Labor, Culture, Competition, and Wages, among other things. You aren't in charge of any of that stuff, as I'm sure you've noticed by now. You're subject to these forces and they are shaping your life.
I say this not to discourage you, but to liberate you from the illusion that the difficulty of your life is somehow yours alone to solve. It isn't. The survival of artists in the 21st century will be a team effort involving universal health care, less student loan debt, affordable housing, and the prioritizing of culture in our schools and cities. Among other things. (It's no coincidence that these are the precise issues affecting not just artists, but everyone who is economically marginalized in our society.)
If you put all of this on your own shoulders, you will crumble. So, what should you focus on instead?
Instead of viewing yourself like Hercules, trying to muscle your way through with maximum effort, I invite you to think about your career as a series of experiments. I invite you to imagine yourself as a scientist, examining variables, hypotheses, methods, and results with a cool head and a keen eye.
There are two main laboratory spaces in which you will work.
LAB 1: Yourself. As you try different things in your career, keep an ear cocked towards what your inner voice is telling you. Is your work creating feelings of joy, curiosity, community, warmth, possibility, growth? Is it creating fear, anxiety, challenge, boredom, numbness, or moral anguish? Where is your "edge" in terms of comfort versus challenge? What kind of pain has proved valuable for you? What kind of pain hasn't? Let the answers to these questions steer you a bit.
A word of caution about this lab: Your results can easily be thrown off by things like anxiety, depression, recent loss, and life turmoil. Trust your gut, but know when it may be off-kilter. Check in with people who know you well. Seek hugs. It's not easy, what you're trying to do.
LAB 2: The world. As you try different things in your career, watch carefully for how your community responds. This information can come in many forms: what concerts people show up for (and don't), which Facebook threads get people talking, which project is funded with ease, which paychecks come on time. As you survey your work in recent years, ask yourself: What do I do that seems to be most interesting and useful to people? Let the answer to this question steer you a bit.
A word of caution about this lab: Sometimes, you may find out what the world finds interesting about you, but you won't like the answer. For example, the world has often found my writing interesting — a privilege, and a good career opportunity to boot. However, I was still fervently wishing that the world would find my performing more interesting, and I downplayed my writing abilities for years. Ignore the world at your peril; don't argue with God, etc.
To sum up: Paying careful attention to the results of your experiments, in both of these laboratories, can be a refuge when "figuring your career out" feels absolutely daunting. Focus on what's in front of you. Know that the process is continuously unfolding. Keep chiseling, digging, and tinkering away.