You do it all the time. Every time you open your mouth, every action you take, you are continually making choices about who you are. Your identity takes in everything from the values you live to your choice of lipstick.
You can't choose everything about your identity. Your family, your culture, your genetic stamp all contribute to making you who you are. It can take a while to make sense of what those things mean for you. Then there are the areas where you can choose. They give you some scope to influence the shape of your life.
If you're feeling middle-aged and disappointed you're at a turning point. You can muddle along settling for dull, or you can pick yourself up and make some choices.