Everyone wants something. I want a million dollars. I want french fries to not have any calories. I want my dog to stop shedding so much hair that I can knit a sweater every week. We don’t always get what we want; sometimes we do.
Characters are the same. There is something they want in every scene. It is your job to decide what that is. You find this want (this OBJECTIVE) by studying the script, knowing your character, talking to the director, doing your homework. Your character may get what he wants in the end or he might not, but the audience comes to see him try.
The Objective is also the most important thing in the world to your character at that moment. Everything that he does on stage (words, actions, thoughts) is in the service of getting what he wants. Figure out how they all fit together and go for it. Not only is it more interesting to watch, it helps you focus as an actor and stay in the moment. It effects how you listen to the other characters. Are you getting closer to what you want or getting further away? Does your character need to change his approach to getting it?
The Objective is what drives the dramatic machine of the play. If no one on stage wants anything, what are audience members paying their hard-earned money to watch, a bunch of people being satisfied with life as it is and chatting about it? I’d ask for a refund.