Although I am not an unmarried male and 38 but a 41 year old unmarried female, I recently went through a similar episode. Guess it has to do with wondering what the heck this life is all about, your role in the bigger picture. And yes, guilt feelings about having everything and still feeling miserable.

After a fourth burn out over the last 15 years, finally decided to get some professional help. This is what it has done for me:
helped me clean up my mind and put things/life/my choices back in perspective
pointed out some behavioral "traps" that spin me into depression
identified the manner in which I react to the world around me and how this affects my life choices and behavior
provided me with tools to deal with stress, frustration, confusion and decision making in a more constructive manner

Be prepared for facing the less flattering parts of yourself. (Luckily at the end of the process I can now say; "So what! That's part of me too!" and actually believe it)
I am NOT impressed with books like "the Secret" (pretty much blahblah) but daily mental exercises such as driving in traffic jam without getting road rage, giving the guy trying to make a left turn a break, do help a lot. (You need to focus so hard on not wanting to crash into the moron who just cut you off, that you have less time to obsess about the other things!) Then you move on to the bigger issues...

Even though my life in itself has hardly changed (no, I did NOT go vegan or came to love "world music") but I am now more at ease and content with where I am and finally figured out who I am, where I would like to go from here and some idea of how to do that... It's painful hard work, but I guess we are given the opportunity to re-evaluate who and where we are and if you're lucky (= work hard at it) you give yourself a chance to change direction if you want to. And no children or spouses who have to suffer us through our confusion (smile).