Expectations

I was pondering the concept that as we grow up society as an aggregate being expects people to conform to its norms and values, but then seems to show no appreciation when one does. It appears that those who follow the rules always seem to lose, get left behind, or realize too late they cannot get ahead.   So my simple question is why follow this formula?  My only answer so far is that we have no experience when we are young so we look to our parents and society to show us which direction we should go.  Unfortunately this is a very limited and narrow view. So how do you find your own path and see how it fits society or how society fits into your idea of life?