I've been there, and it feels impossible to reconcile the cosmic and personal perspectives in a meaningful way with the tools we're usually given. It requires imaginative skills that aren't taught or valued in adulthood. I'm not gonna try and sell ya, but magic(k) and this book in particular helped me develop the tools to tackle this shit at a personal level. To be clear, I'm not suggesting new age crystals or theism or any of that baggage. It's just about using the imagination to make the world and our experience of it seem meaningful again.
For practical theory, this is my go-to reference. The semiotic model of magic makes the most sense to my skeptical mind. It also provides clear routes for exploration and methods for improvement.
I'm a Chaote, which mostly means that I believe Belief itself is a tool. Sanctification is wielded to influence belief, and beliefs are judged solely on how they affect behavior. I like Postmodern Magic as an introduction to most of the key concepts.
The point being to acknowledge that we create all meaning... and take a more direct role in the creation of that meaning. As a place to start, keeping a dream journal is the "first step" in most books on this stuff. You'll probably start to lucid dream just from keeping the journal, but if you don't this is my favorite resource for that.
I'm an empiricist, and I am continually surprised at how good my brain is at making it seem like something truly magical is happening. Maybe it's not just my brain. Going into any of the actual experiences or what I chose to sanctify will probably just seem ludicrous without context. Magic is very much about personal experience, and it doesn't have the same impact when communicated.