The trouble I mainly found with being told to "be myself" was that I have had periods of my life where I have been very lost identity wise and I have had no idea who I was. I felt lost and so being told to be myself left me conflicted and not really knowing what to do. However, I have come to realise that "be you" does not mean you need to know exactly the direction you are heading it or exactly who you are. It is just being true to the situation you are in at the moment. If you don't where you are heading, then that is OK. Not sure what all your hobbies are or exactly what you enjoy- that's cool too. Each of us are on a journey to finding out who we are and what we like. I don't think anyone has it completely figured out. Below are some things I have found helped me when I felt lost on who I was and I hope they will also be useful to you.

1) What do you stand for? What is important to you in terms of values? This can definitely take time and means you need to consider different ideas and see what sits right with you. But, once you realise what is important to you, you can begin to live your life in line with that. Give yourself time to do this though - sometimes it may not come to you all at once. Also, it is worth noting you are free to change your mind as you grow older, learn more and experiences shape you. 

2) Experiment. Yes, that seems counterproductive because you are trying out a lot of new things, which may seem like the perfect plan to get lost and feel out of touch. But, through experimentation is the only way you discover what you like and don't like. You don't know whether you will enjoy something until you have tried it. Who knows, you may even surprise yourself- I certainly have by doing this. 

3) Your inner voice- okay I know full well that this is something that a lot of people have said before listen to your inner voice. For me I've found trusting your instincts can lead you to this. Learning to realise and listen to your 'inner voice' allows you to realise things about yourself you might have not noticed otherwise.

4) Evaluate - how do you feel? Why do you feel what you feel? Sure, these can be very complicated questions. But taking the time to acknowledge what you are feeling and why can tell you a lot about yourself. Even just acknowledging can help you cope and validate whatever it is you are feeling. For me writing a diary has always been really helpful for me.