I think Descartes handled this one fairly well with "I think therefore I am."Good question, with no easy answer. One might ask "Do we exist?"
Beyond that, it's all speculation. But we can use parsimony and other logical tools to help us generate ideas that are more likely to be true (or, to be more precise, less likely to be false).
This question assumes that there is some purpose, and that we simply need to find it. I much prefer to start with the null hypothesis, that there is no purpose to existence, as this leaves us free to create whatever purpose and meaning we want out of our existence.and, if so, for what purpose? Paix, mon ami.