Imagine a “heaven” where you first sit down and watch a great movie. After each movie an even better movie is played. And so on, in a never-ending succession of ever-increasingly more wonderful, more enthralling, and more enjoyable movies. With every movie you watch, you have the assurance that the next movie will be ever better.
But soon it hits you: This is all this “heaven” will ever be. Not even never-ending, ever-increasingly enjoyable movies is good news. A feeling of dread settles over you. This is all of what your existence will ever be. And it is nothing but vanity, or meaninglessness, and breath in the wind. Not even this never-ending, ever-increasing joy is enough to satisfy the cavernous heart of yours. You were made for something so much greater. Something is still missing.
The outlook in Ecclesiastes is even worse. The book assumes the finality of death and does not assume a resurrection (although it logically implies one at the end). And not even the conclusion, to fear God and keep his commandments, is clearly a solution to the problem the book laments.
Jumping ahead, this is the solution: “This is eternal life, that they know you the only true God, and Jesus Christ whom you have sent.” (John 17:3) The solution is this personal relationship. Without it, our existence is ultimately a lonely and meaningless breath in the wind.