Should they simply do what makes them happiest? No, most people agree that doing what makes you happiest is not an answer for everyone. Some people like to murder, and as a society we agree thats not acceptable. Everyone would feel good taking heroin, but that wouldn't be good either. Also, simply striving for happiness is messy - when do you go for immediate gratification and when do you strive for long term happiness?
Should people's purpose be helping others? Maybe, but there are problems with that too. Mostly, when do you help others and when do you help yourself? Perhaps if you helped yourself just a little more you could help a lot more people. But if you help yourself you stop helping others...so the advice of "helping others" really isn't a complete thought/advice. (Though, I do agree I like to help others.)
Honestly I don't know how anyone can place any value on anything without a purpose for themselves, and while many people have assigned purposes for themselves, I'm curious how they came to the conclusion that that purpose was the right one. So many people base decisions on what others do, or what feels good...and not many people sit down and think through the logic of it, I think.
So, back to my point about not being surprised that it depressed me: without valuing anything, nothing feels good. Art is seen, understood, and neither liked nor disliked. Comedy is seen, comprehended, but not fulfilling. Physical rushes are felt, experienced, and let pass. There is nothing to base happiness on because nothing matters. That is, until a purpose is understood. Its the most important thing of all and so any time you take a step that supports it, you can give yourself a pat on the back for doing whats right. The purpose I understand is to discover a purpose. Every time you exercise so that you can think more clearly and live longer, every time you build something or accumulate wealth so that you can better yourself and put yourself in a better position to make life a little longer and promote research a little more, or even every time you relax you can actually relax because you know all these things will help you in the long run. Its a deep confidence in knowing that I'm doing as best I can because nobody knows the purpose, if there even is one, and so the only way we can have piece of mind that we haven't wasted the little time we have here is by doing as best we can to figure it out.