But new wine must be put into new bottles; and both are preserved. No man also having drunk old wine straightway desireth new: for he saith, The old is better.
This is how the Christian life is, when you first come into it and you're faced with a series of events you tend to think,
“ things weren't like this” or “things weren't this bad when i was in the world”
and of course you're right, that's true. But, that's because you didn't have all of hell up against you, what you really don't know is, after staying faithful and knowing the ropes (coming to the knowledge of Christ and what He accomplished for you) by the help of the Holy Spirit, you'll realize you made a great, not good, but a great decision, one you have never regretted.
We can only feel regret in choosing this life when we refuse to stop drinking off the old wine and turning to the new. We cannot mix both, because it's never going to work out well, darkness and light have nothing in common, God has nothing to do with baal. We got to be ready to surrender the old wine to the LORD to receive the new.
The most important thing is making sure we build or exercise the fruits of the Holy Spirit more often, asking the LORD to help us with it then, our Christian life, even though looks tough, will become easy because we have taken upon ourselves the yoke of the LORD which is light and easy.
Let go of that old self and find the peace you so much desire given to you at a price which has already been paid for.