I need spiritual advice because I'm scared and confused

I feel very lost spiritually right now. I've finally realized we are all one collective consciousness but what does that mean? Are our gods from this source? If so then how can something be so...diverse or contradictive? Is it selfish to want to be my own being instead of being just one of the collective? Is it somehow possible to be both authentic and yet the same as whatever everything came from? I feel like I'm receiving a divine message and I'm not really sure what it is. It's just a weird feeling. It's pure love and warmth. The kind of warmth that's almost cold or chilly and tingly. It sometimes feels feminine and sometimes masculine. I think it's the source or spirit or whatever it is that binds us all. What advice would you guys give me.