Your higher self is alway trying to guide you on your life's path. There are few reasons why some people still feel lost despite of it.
Either they're in resistence to the calling because of they don't like the answer that they are receiving or because they have limiting beliefs such as "I'm not good enough to do that" or "universe will not support me" etc. 
Or there is too much noise in their head and they never allow the time to be with themselves to listen to their deepest desires. Sometimes that happens when an individual has many addictions and is just running on a hamster wheel chasing pleasure without ever turning inward.
And sometimes people are just disconnected from their heart for whatever reason. Lack of awareness is a big one. Or lack of spiritual discipline that would align you constantly with your higher self. Sometimes it's trauma. 
Following your heart is the number one most important and most feminine thing you could ever learn in your life.