To discern your vocation is to discern the will of God for you. What is he calling you to do? The vocation of all Catholic Christians is to be holy even as our God is holy (1 Peter 1:15-16). To be holy simply means to be set apart to God. How is God calling you to be set apart for Him? Specifically in vocation, you are set apart in a vocation of marriage, consecrated life, or priesthood.
To choose one of these vocations is to choose how you will serve God for the rest of your life. This is a very significant crossroads in the life of every Catholic and should not be taken lightly.
Discernment involves many things such as quiet prayer, spiritual direction, and a deepening of one's own walk with God. If you are looking for some help, the links below can be a good starter, but don't be afraid to talk with your parish priest, a religious brother or sister that you know, or a married couple in your parish that you notice lives out the meaning of holiness in their marriage.
If you feel like you are being called to religious life sometimes the best way to investigate such a calling is to go for a vocational visit. This is a short period (usually a weekend or maybe a week) that you spend living the life of the religious: praying, eating, and serving with them--getting a feel for how they live their lives. Some nearby religious orders listed below.
Discernment Resources
CFR - Vocational Discernment Page
Visions - Vocation Match - which order do you fit with?
Religious Orders in NNJ/NY Area
Franciscan Friars of the Renewal
Franciscan Sisters of the Renewal
Community of St. John (Seton Hall / The Oranges)
Sisters of Life
Missionaries of Charity
Benedictine Sisters of Elizabeth, NJ
Franciscan Sisters of Penance of the Sorrowful Mother
Benedictine Monks - Newark Abbey