I think these feelings are at least in part generated from a lifestyle that overly relies on 'passive consumption' rather than 'enjoyment by creation'.
By 'passive consumption', I mean seeking entertainment and stimulation through means that require very little input (in all senses) from you. The most obvious example is sitting there watching TV but really this extends to most video games, which are mostly a walk through of somebody else's creation. Or even using the forums... that's very low input. There is nothing wrong with this sort of entertainment. In fact, it probably forms a 90% of most people's 'diet of entertainment'.
By 'enjoyment by creation', I mean seeking entertainment and stimulation through means that does require input from you to create the opportunity to harness that sort of enjoyment. Most obviously this could include something like, say, creating something artistically, but really I'm talking about things that can be as basic as just going for a walk and looking at the trees. You spend the energy and time to go and see the trees and, somehow, this makes it more rewarding. OK, so looking at trees is not exactly the most stimulating of activities, but I'm talking about: exercise, making arrangements to see friends, making a model railway, building a PC, getting into wood work, playing an instrument, calling your family for a catch-up (yes, really).... etc.
All of those 'enjoyment by creation' activities bind you to the 'now' and are, I think, more likely to procure a sense of self-satisfaction and connection to the world than entertainment by mere 'passive consumption'. The more distinct those activities are from 'passive consumption', the better. I find that I will always be more satisfied or 'rounded' if I have made the effort to go for a walk in the woods than if I have sat around and watched a film.
Literally making this up on the spot, I imagine that most people would be best off with at least 40% of their entertainment being 'enjoyment via creation'. Perhaps assess your own balance and see if it needs adjusting?
If you were to break everything down from an absolute consumer's perspective, then there really isn't any point to anything at all and the only way to gain satisfaction is to have more. More games. More gadgets. More food. More sex. More friends. More more more more. All of it, now. And if not now, then what is the point? I'm absolutely terrible at thinking this way! It is really most unhealthy and lazy.
Instead, we are all responsible for creating our own sense of purpose and worth within the boundaries of 'mere reality'. I think the secret to it all, probably, is learning and choosing to enjoy the less bombastic things in life and choosing entertainment and stimulation that requires active inout. Part of this also requires choosing to be courageous in spite of your anxieties and doubts.