Q: I am confused. I do not know where to start. Everyone is advising me to do this or that, but at the end of the day, I am still confused.

At Insight, we completely understand how you are feeling and want to reassure you that you are not alone when you have these feelings.
But here's the first and last advice: stop listening to advice!
The only person you should listen to is yourself. Below we have outlines the steps you should take in your path to self direction:

Start with YOUR INTERESTS:
Reflect i.e. spend some time reflecting on what you enjoy, what you do not enjoy, your aspirations from life, your life goals. Use reflective tools like this Personality Test to get you going:
Now, plan on engagements to Discover their features i.e. do you actually like what you think you like? Can you spend hours and hours doing that thing? Hone in, on exactly what you like. This exploration can not happen through reflection. We encourage you to go out into the world and test your Interests.
SKILLS:
Now that you have a rough idea of where your interests lie, build a career plan around your interest. Now you need to do Research. Ask professionals, google, career databases, find as much as you can about the career that seems to match your interest to help you make informed decisions. 
Develop a plan to build skills needed in those fields. Internships, academic degrees, online seminars, use what you have found during your research to build skills. 

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