But on a more serious note: maybe this game isn't for you. Minecraft is about making your own fun, and doing what you will with your world. You... don't seem to possess that ability.
Basically what this guy said. Try this: make a map, and go exploring. You won't get lost, cause the center of your map should be where you created it/first brought it up, and if you can make out a landmark on your map near your home, even better. Go out and find a cave or something. If you've set 'generate structures' to on, then you have a chance to find npc villages, abandoned mineshafts, strongholdes, etc. Go sack a dungeon and steal some loot.
You'll really only get as much out of it as you put into it. At my base, i have a skeleton spawner trap, unlimited arrows, unlimited bones, a cow farm, endless wheat, endless steak and leather, endless spaplings, endless wood, endless charcoal, 512 ingots of iron, plenty of gold, and an abandoned mineshaft underneath my base; so, tons of string and chests of loot. I could work myself into a routine that has me constantly harvesting these, and that could be considered 'done'.
But i built a map cause it took me eleven kilometers of sailing in one direction to find this small island that i finally dug myself into simply because i was tired, it had the first vein of coal i could find, and i was sick of eating raw meat.
Then i got bold and started moving around. I couldn't get lost anymore now that i had a map. I seemed to be in a world populated entirely by unappealing jagged mountainous islands, and ocean. Vast, vast ocean. I was lucky that i'd set up shop on a reasonably sized landmass. Then i asked myself, 'alright, so what's on the outermost edge of my map?'. So, i went and mapped out my entire map. I foudn wolves that i'm in the process of taming, i found another abandoned mineshaft, which i suspect is connected to the one under my base, i found a cave rich in iron. I built a small secondary base/shack near those locations, so i could regroup after a particularly exhausting/dangerous adventure. I sacked two cave spider spawners, a zombie spawner, and now i feel like i can take on the world!
Set little goals for yourself. Now that you've got your home/base, look around. Are there any neat caves you found? If so, well what's down there? Let your curiosity take you places in the world. Try figuring out unique ways of conserving your resources. I don't much care for using up my iron needlessly, so i'll only make iron swords. I'm perfectly content with leather armor. I have an endless supply on account of my cow farm. I take regular enough damage that i need to swap it out fairly frequently, but it isn't a problem for me. I have endless food too, so i'm not worried about taking damage. Make your life easier now that you've got your home. Lure some cattle into a fenced in area, and start harvesting them. Make a bow and arrow, hunt some baddies, take on an Enderman!
And this is just the vanilla experience. There are countless mods that go even further.
It's up to you how rich you want your experience to take you.