People are looking for many different things: love, riches, fame, power, etc. Jesus says the kingdom of heaven is the most valuable thing that a person can look for.
Again, the kingdom of heaven is like a merchant in search of fine pearls, who, on finding one pearl of great value, went and sold all that he had and bought it. Matthew 13:45-46
The problem is that the price to enter the kingdom of heaven is so high that there is nothing you can do to earn entrance. Jesus explains the entrance fee in the "Sermon on the Mount." He said, "For I tell you, unless your righteousness exceeds that of the scribes and Pharisees [the religious leaders], you will never enter the kingdom of heaven" and goes on to say, "You therefore must be perfect, as your heavenly Father is perfect." (Matthew 5:20, 48) The good news is that Jesus lived a perfect life and paid the entrance fee for us.
Since Jesus, God in the flesh, died in the place of guilty sinners, was buried, and rose again, God is offering you the gift of eternal life in heaven. To receive the gift you must ask God for mercy, trusting in Jesus and turning from your sin. Once you do this, God promises that you'll become a new person who desires to do God's will. You can find God's will by reading the Bible and praying to God for insight!
Additional References: Romans 3:21-26, 5:6-11, 10:9-13, II Corinthians 5:17-21