According to Osho, the gnawing sense of lack is conditioned: since childhood you were taught you are worthless as you are and must become someone else. So you cling to borrowed ideals, mistaking pebbles for diamonds. Don’t believe anyone (including him); see directly. Recognize your intrinsic worth, your buddha-nature; then false ambitions drop by themselves and the feeling of missing dissolves.
You feel something’s missing because you were taught you’re not enough, but when you see for yourself that you already are, the urge to become someone else fades.