But Ittai answered the king and said, "As the Lord lives, and as my lord the king lives, surely wherever my lord the king may be, whether for death or for life, there also your servant will be."
2 Samuel 15:21
The rest of this story is here. I noticed this verse recently because I've started pencilling in "missing" cross-references in the margins of my Bible, and this verse reminded me not only of what Ruth said to her mother-in-law, Naomi, but it struck me as the mirror of what Jesus would say many years later: "where I am, there My servant will be also" (John 12: 26b).
So, the verse from 2 Samuel 15 was the answer to my question, because really it's the answer to most deep questions. How do I know what the Lord wants? What's important in life? How can I bring God glory?
Charles Price once said, "How do you know who is a servant of Jesus? 'Because [says Jesus] his preoccupation is to be where I am.'"
The Lord Himself is the Lord's agenda for each of us. It's not a particular task or outcome or mission -- it's Him.