I think there's actually a deeper meaning to this quotation. It touches upon the crucial link between identity and morality. In essence, Rumi is saying, how can I know what to do if I don't know who I am? In my opinion, the larger meaning depends on whether it is viewed as a rhetorical question or not.
If it is viewed as rhetorical, then Rumi is implying that morality depends on identity. We cannot know how we must act until we figure out who we are, or at least who we want to be in this world. If we are or want to be compassionate, then we must be kind to others. If we are or want to be honest, then we should refrain from lying or misleading others.
On the other hand, if the quotation is viewed as a question whose answer Rumi does not himself know, then I see it as pointing to a paradox of human existence, that we are often forced to make decisions and take action in this world without first knowing who we really are or what we really stand for.