I think myself and other young Christians as well are often faced with this challenge. As a young Christian I by no means think I am missing out on anything. I love God and I will never return to my old life. But did anyone at any point in their life ever look at other persons,who are not saved, not praying as hard as you are, not serving God as much as you are, don't believe in God like you do yet still, they prosper..... And then you are there just waiting on God watching everybody else receive tons of blessings. Comparison is the thief of Joy, yes. But how do you not allow yourself to not be consumed by that?