They can't know.

"De Profundis" is a work in the form of a letter that Oscar Wilde wrote during his time in prison. In it, there is this beautiful passage.

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The more mechanical people...always know where they are going, and go there...A man whose desire is to be something separate from himself, to be a Member of Parliament, or a successful grocer, or a prominent solicitor, or a judge, or something equally tedious, invariably succeeds in being what he wants to be.

That is his punishment. Those who want a mask have to wear it. But with the dynamic forces of life...it is different. People whose desire is solely for self-realization never know where they are going. They can't know.

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One never knows where one is going, if one follows one's inner voice. How true.

There is glory in being lost. Not knowing where to go, one encounters the vastness of the universe face to face.