The soul that has no fixed goal loses itself; for as they say, to be everywhere is to be nowhere.

[L’âme qui n’a point de but établi, elle se perd: car comme on dit, c;est n’ètre en aucun lieu que d’être partout.]

Michel de Montaigne (1533-1592) French essayist

Essays, Book 1, ch. 8 “Of Idleness” (1580-88) [tr. Frame (1943)]
    (Source)

Alt. trans.: "The soul that has no established aim loses itself, for, as it is said, 'He who lives everywhere, lives nowhere.'" [tr. Cotton (1877)]

Alt. trans.: "When the soul is without a definite aim, she gets lost; for, as they say, if you are everywhere you are nowhere." [tr. Screech (1987)]

The proverb referenced is Martial.