You ask a question: "Do you feel something in your life is missing?" then continue to narrow it down.
If you're hungry, food is missing. If your thirsty, then the solace of a drink is. What I think you're talking about here is the inner yearning people have when they've successfully mounted pyschologist Abraham Maslow's 'Pyramid of Needs,' to the very top - Self Actualization, and then still find they have that internal push to go beyond to...Self Realization.
It is, of course, a spiritual need. This is a need to "Know Thyself." It is of the greatest importance to our happiness.
Without trying to sound like a religious nut, Jesus Christ put it fairly succinctly (if you can believe these were his actual words) "Seek ye first the kingdom of heaven and all else will be added unto you."
And where is this kingdom of heaven?
"The Kingdom of Heaven lies within."
Inside of YOU. So get into it...Oh, and remember, once you start it becomes a lifelong job...