A: You asked how you can change your inner self and I submit to you that the fact that you desire such a change is an indication that it is already happening.
Each human being is absolutely unique. The Urantia Book says it this way;
Ponder that for a moment and really let it sink in. You are a child without duplicate in infinity, irreplaceable in all eternity! Now, ponder the fact that a piece of the Father's ultimate perfection lives in you. It only makes sense then that all significant personal change occurs from the inside out and this process is greatly facilitated if we do not resist it but accept and even embrace it.
The love of the Father absolutely individualizes each personality as a unique child of the Universal Father, a child without duplicate in infinity, a will creature irreplaceable in all eternity. (12:7.9)
You expressed some regret about the mistakes that you have made.
I can assure you, there will come a time when you realize that your mistakes and experiences have been your greatest teachers. Our patient and loving Heavenly Father expects us to make mistakes. In fact, he set that scenario up. He wants us to strive for perfection, but he knows (better than anyone) how far away from that lofty goal we are. His desire is only that our intentions are turned toward that goal and that we are mindful of it and working on it. The pain you feel about your mistakes is good because it suggests that you are conscious and moral.
These comforting words of Jesus always help me through a dark night in my soul :
You asked what you can do to make your mistakes right. A Native American friend of mine says, "When you make a wrong turn you must make two right turns. One to correct the wrong turn and one just for growth."
"Do not become discouraged by the discovery that you are human. Human nature may tend toward evil, but it is not inherently sinful. Be not downcast by your failure wholly to forget some of your regrettable experiences. The mistakes which you fail to forget in time will be forgotten in eternity. Lighten your burdens of soul by speedily acquiring a long-distance view of your destiny, a universe expansion of your career." (156:5.8)
I love this simple kind of wisdom.
You wondered "where exactly" you are going.
You are headed into eternity to become perfect as your Father in Heaven is perfect.
It's a journey that he has prepared for you, but it is your choice whether or not to take it. He has provided all you will need for the journey and even more, he has given you a piece of himself to live in your heart and mind and act as your personal guide. All this, to ensure your safe arrival home to Him where he actually dwells at the Paradise center and source of all that is. This is your eternal destination but getting there will also be sublime.
Jesus once told a Chinese merchant,
And further From The Urantia Book:
"...we shall meet again in the worlds of light where the Father of spirit souls has provided many delightful stopping-places for those who are Paradise-bound."
"You may be surrounded with small enemies and be retarded by many obstacles, but the big things and the real things of this world and the universe are on your side. The sun rises every morning to salute you just as it does the most powerful and prosperous man on earth." (130:6.3)
Love of adventure, curiosity, and dread of monotony--these traits inherent in evolving human nature--were not put there just to aggravate and annoy you during your short sojourn on earth, but rather to suggest to you that death is only the beginning of an endless career of adventure, an everlasting life of anticipation, an eternal voyage of discovery. (14:5.10)