I've noticed that many successful men, especially those good with women, understand themselves and what they want well.

Everything from screening women to moving fast with them is made possible and easier by understanding and going after what you want.

This may sound odd but I feel I do not know what I want all that well.

I observe how this effects my game, as I am hesitant and think a little too during my interactions.

So I'm wondering...

Do you know what you want?

and, has that always been clear to you?

This doesn't sound odd. Everybody has that. The men who are actually confident in themselves are rare. The question you should ask yourself is not "What do I want?", but "Who do I want to be?".

I've been through depression and even rehab, and the thing I found out in the end is that I want to be a man that women love. I don't do this to get laid, I do this to become the man girls want to have in their beds. The thought process shouldn't be "I want to get that girl.", but "I want to be an awesome guy."

It goes deeper than "What do I want?". It comes down to confidence and inner game. Something that helped me a lot is The Mack's Centered Man Manifesto.