I'm not sure, as I don't think I've ever lost myself. But I think it means that one has found what in life is important and gives meaning, or how to be fulfilled as a person. The lost souls are floating through life without direction, purpose, satisfaction, or happiness.
This is exactly what I take this to mean. It’s all about finding what’s meaningful and fulfilling to you. Some people choose careers and partners that are not in alignment with their “authentic self”. I have been there before and many of us can relate.