Step into a new life?

Today is my last day of vacation and I am trying not to be too depressed.  In the past when I was frustrated with the way my life was going before a vacation I would come back from vacation with a renewed confidence.  I would be excited about making my life new.  I would change one thing and it would begin the process of making my life different and better.  Like I said, in the past.  Recently every time I try to change my life, it only seems to make it worse.  Nothing seems to be clicking for me.  I am feeling lost and uncertain.  I really don't know what to do to make my life better.  All I know is that I can't keep doing what I have been doing.  I have no friends in NYC and I hate my job.   I need a sign showing me which direction to go into.  I've tried creating the life I thought I wanted but it isn't working.  I have tried not doing anything proactively to change my life and that hasn't worked.  Maybe my only option is praying about it and then letting it flow.  It seems to me to be the only way to live peacefully at least.