A Vocation in a religious context, is a calling from God to serve Him in a specific way of life. 

God calls you through the sacraments of Baptism and Confirmation. God's call could be in a form of a life long commitment through single life, marriage, priesthood or religious life. It is important to determine which way of life you want to live out God's calling. We discover this through a process called "Vocational Discernment", where we spend time praying, attending Mass and maybe retreats. 

The Diocese of London has an excellent Vocation page that details each vocation and gives out lots of information. We encourage you to take the time to visit their site and see where God is calling you.

Diocese of London - Vocation Page