A great many thinkers have devoted much time and effort to answering this question. Camus, one of those whom I remember most clearly, gives an absurdist answer when he asks and responds to his central question: If the universe is an absurd place, why live at all?
Yet, even though he deals exhaustively with the problem of existing with the awareness of the absurd, he seems to devote little attention to the material and therefore political-economic constitution of our everyday lives. That seems to be the domain of Marxist humanist philosophy, where the question has a different formulation: How does the individual assert himself as a human subject in a society that objectifies him and his labour through processes of reification and exchange? In other words, how does one be a human being who is capable of action unencumbered by the systems of domination immanent to our commercial society?
The answer seems to be revolution, one way or another—to destroy or destructively resist the systems of domination. Yet as we live our everyday lives, it seems to me that it is often not apparent what each of us as individuals can do in that regard. Between thriving through conformity and a difficult survival in opposition to everything that our society stands for, it's quite clear what most of us would choose.
So how might we chart the happiest path in our existence, neither completely consigning ourselves to having self-destructive tendencies to give up our subjectiveness nor sacrificing ourselves as martyrs on the barricades? How do we exist as human subjects in our normal everyday lives?
Nietzsche gives a pretty compelling answer: Be a strong subject. In essence, do not bow down to the rules imposed on you by others, but strive to create your own for yourself; assert yourself as a person with minimal regard to what others want to turn you into.
This sounds like a good general principle, but how do we go about applying it? What tangible thing can we build on it and hold on to?
Moving our attention away from the will to power, which can only reproduce systems of domination and thus lead to circularity, I believe that we must live for a labour of love. In other words, instead of instrumentalising ourselves to the conventions and modes of life prescribed by society in order to live, we have to subsume the necessity of conforming under our attempts to live to work on our own magna opera. Thus, in a Marxist way, we are re-inverting the order—instead of serving the rules, we are trying to make the rules serve us.
I think this is an interesting way of thinking because it implicitly makes a few crucial points—that we are only human in doing, and that we are only subjects in being able to do what we want (in a broad and existential sense of it). And I believe these points are crucial because they inform us on how to be.
Thus the journey begins.
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