I'm thankful you're asking yourself where you ought to be headed in life; it's far too easy to drift along without ever thinking about who we are, or why we're here, or how we ought to live. But if we do that, we'll never discover the peace and joy God wants us to have. Jesus' promise is for you: "Seek and you will find" (Matthew 7:7).
The Bible is actually a library of books, written by different people over many centuries. They believed God's Spirit was guiding them as they wrote, and that He was the real author. Over time, their books were brought together to form our Bible, because people were convinced they were indeed the Word of God. The Bible says, "Prophecy never had its origin in the will of man, but men spoke from God as they were carried along by the Holy Spirit" (2 Peter 1:21).
The real question, however, is this: Why did God give us the Bible? The main reason was so we could know Him -- not just know some facts about Him, but come to know Him personally. One of the Bible's major themes is God's love for us -- and the proof is that He came down to earth in the person of His Son, Jesus Christ, to bring us back to Himself.
I invite you to discover the Bible for yourself. Begin with one of the Gospels (such as John), asking God to speak to you and show you its truth. When you do, you'll not only discover that God loves you, but you'll find the new direction you seek by giving your life to Jesus Christ.