You therefore must endure hardship as a good soldier of Jesus Christ. - 2 Timothy 2:3
Without question the greatest life to live is the Christian life, because God takes a life that was empty, aimless, and, worst of all, headed for a certain judgment and then turns it around and transforms it. He forgives all our sin, removes our guilt, and literally takes residence inside of us through the Holy Spirit. Most importantly, He changes our eternal address from a place called hell to a place called heaven. This all comes about as a result of the power of the gospel proclaimed and believed.
Yet some have believed what I would describe as a watered-down version of the gospel, a gospel that promises forgiveness but rarely mentions the need to repent of your sin, a gospel that promises peace but never warns of persecution, a gospel that says God wants you to be healthy and wealthy and never have any problems to speak of, a gospel that says you will so find the favor of God that a parking space always will be available for you. But that is not the gospel of the New Testament.
The Christian life is not a playground, but a battleground. Not only is there a God who loves you and has a plan for your life, but there is also a devil who hates you and opposes God's plan.
I am not suggesting that once you become a Christian, you will be sick, poor, and miserable. But the essence of the Christian life is knowing and walking with God. It is about sticking with Him when the sky is blue and also when it is filled with clouds. It is about pressing on. Jesus made it clear that storms will enter every life. But as we seek to know and follow Christ, we will find happiness as a fringe benefit.