You do not have to be at a certain place at a certain age. Life does not have clear cut answers, it just happens. The beauty and ugliness of life are part due to getting lost in it. Most people whom you refer to are lost in their finite selves, incarcerated by social norms and conventions. It is possible that you too were lost, but in your infinite self, overwhelmed by the contingency of everything that you can become. Or, maybe, you were never lost but only felt that way because everyone else around you were lost.
Now, there is no shame to either of them because we all get lost from time to time. I am aware that it is hard to be surrounded by people who has no idea about what you are talking about and you cannot help but assume that you are the crazy one. However, you only need to find your true self and not get intimidated by the mere shadows of the past, living their lives as if life had a users' manual.
I cannot guarantee you that any of them will accept you with open arms when you do because majority of humans are terrible beings. Otherwise, we would be living in a better world. God (if exists) did not establish our current way of life. It did not ask anyone to design an economic system which assumes the telos of human-beings to be selfish and maximize their own profit. That was our doing and now it is crumbling right in front of us.
Life could be all in our heads but that includes the lives of people who give you that advice too. The truth is we can only be sure of our existence, and the rest is our dreams, hopes, expectations, nightmares etc. Nobody has come up with a solution to the problem of induction. Kant must be the only one who approached to an answer, but even he does not give any guarantees on what is beyond our experiences. This still does not invalidate your feelings towards existence. Feelings are always valid and they should always be treated as such.