This is the first interesting question this site has seen since the AA thread (not trying to play up that thread but it did produce a lot of interesting questions).
Silvermoon has an equally interesting answer. I think for INTP's there's a great likelihood to have to face up to beliefs and ideas you picked up in childhood that you later find incompatible*. Very difficult to root out. Possible for an INTP, impossible for S dominants and Feelers I believe.
I'm not sure however there is one pat thing that we all should do, other than to eventually try everything that you ever wanted. This has been the answer for me at least, and I didn't a-priori think this. I just naturally have been getting to and finishing up everything that I've tried and either dropped (for another thing) or wanted to do and didn't get to. With a caveat; you find out what are the things you really wanted to do, but don't carte blanche do it all.**
TL;DR
* Religion for example. I went through this, a specific example is the idea that there is a plan (obviously from god) for each one of us. I think my mother instilled that in each of us kids. Seems innocent enough, but it backfired in my mind and set up a causal loop for the first decades of my life. Put me on a path of searching for my path ... which is how I ended up pretty much trying everything (music, physics, writing, art, ...). Finally had to solve the problem as "not what is my path but what do I like to do?", i.e. computing.
** I'm not (for example) doing a deep water year long sailing voyage. That was an idea of mine, we had a 20 footer and I got full training and experience in sailing with the idea of growing up, buying a 30 footer and sailing around the world. Well now I've got the resources and could do it but have little interest in putting my precious person at the mercy of an inhospitable ocean. Plus no internet access.
A small example of something I did do is finish a stereo - the goal being a music reproduction system which truly can reproduce a classical orchestra. You have no idea how difficult this is ... years ago I tried, eventually designing and building my own speakers, turntable, amp, pre, etc ... finally gave up. On revisiting I tried an entirely different approach (electrostatic headphones) which pulled it off.