I went through that phase when I was in my mid-20s. I was making good money, career was good and I just basically had fun, but didn't do anything really fulfilling. I mean, I got to buy some nice things, had a good car, but none of that meant anything at the end of the day. That lead to some of those feelings the OP listed.
I decided that whatever I wanted to do, but was always afraid or hesitant to try it, just jump in with both feet. I never got a chance to play hockey, so I bought some equipment, joined a team and didn't look back. I've met so many great friends, had fun and even networked with people in the same industry while drinking beers in the locker room. To think if I never said to myself "What the hell, why not?" , I could've still been wondering what it would be like to skate and play hockey. Apply this to any skill or hobby you've wanted to try, you'd be great at so many things in no time.
However, my biggest eye-opening experience was to finally travel. My family didn't travel much when we were kids and I never thought much of it until I realized instead of always wondering what those places were like, why not actually go an experience it? Now, there's the usual thing like enjoying new cultures, meeting new people, etc. However, the most rewarding thing about travelling, is that you get to know yourself much better, especially when you travel alone and pack lightly. I realized, I didn't need too many things to be happy and if you're shy, you get over it pretty quick when you need to ask strangers for help and directions.
The below link will list off a few cool effects of travelling, but the last one is the most important one.
20 Reasons Why Travel Is More Than Just A Vacation | Greenster Inc.