Yes, this is very much an important philosophical matter. Inquiry into why one exists usually involves a combination of metaphysics (inquiry into what exists) and value theory. There are two major schools of thought about why you or the cosmos exists, and multiple alternatives in between. On the one hand there are teleological accounts of the cosmos, according to which you and the cosmos exist for some purpose or value. In many religions (e.g. Judaism, Christianity, Islam), this purpose or value is goodness itself. To put things a bit simply, the reason why the cosmos (including you) exist is because it is good (or, putting it differently, it is better that the cosmos exists rather than not exist). These relgions generally understand God as essentially good and thus beleive that the cosmos (despite its evil) is the result and is sustained by a good divine reality. On the other hand, there are non-teleological accounts of the cosmos, which claim that there is no purposive end or value as to why the cosmos exists. On this view, there are causal accounts as to why you exist (perhaps involving physics and biology) but there is no purposive moral or religious or aesthetic end involved.
Apart from metaphysics and value theory, your question is also taken up by philosophers under the general heading 'the meaning of life.' Thomas Nagel has a short book on this topic called (something like) 'what it all means.' You might check that out, Pasquale.
Highest regard, CT