I gave some more thought to the issue, here is what I have to add.
In response to feelings of "I missed out" and " I am missing out":
First off, the thought of "I missed out" (in the past) is, simply put, ludicrous. Mai de'hava hava. In regards to things that happened in the past there are those that still have an effect now, in the present, and those that do not. For example if I got a car years ago, if I still have the car than I am still receiving benefit from the car. Or say I took an EMT course, even after the course is long over I still benefit from it, because I know now how to save a life. On the other hand some things from the past have no relevance to my present condition. For example if last night instead of having a regular dinner I went to a five star restaurant, true while I was eating the delicacies I would be enjoying. But the next day I receive no more benefit from the fancy restaurant than I would have had, had I just had a regular dinner. The same thing is true in regards to hanging out with girls in the past. Had I done it, true in the moment I would of had a great time, but right now after the time has passed, I would receive no benefit from it. And the truth is, if there would be any current effect, it would probably be negative. So I am now perplexed, am I insane? I have spent so much time wishing I could change things in my past, that would have absolutely no beneficial effect now. I have been jealous of people who have done stuff in their past. Am I crazy? The stuff I am jealous of gives these people nothing in the current moment over me. If it is not bad enough that I have regretted not doing things in the past that have no good effect now, I have soured, spoiled, and wasted the present moment with these thoughts. I took the present moment, an opportunity to do with it so many things, and turned it into a moment of depression, eulogy, and mourning. Pathetic! My desires had literally destroyed my sanity. "Desire can take one out of the world".
Now in regards to both the feelings of "I missed out" and "I am missing out". I think what I have to keep in mind is the first Mishna in the second Perek of Avos. I have to evaluate the loss of a Mitzva compared to its reward; and the reward of a sin compared to its loss. Right now, if I would go and do all the stuff. Ya, I would have a great time. But the feeling would only be while I am playing the game. The next day all the enjoyment belongs to the past. What I take with me, is more negative habits I am going to have to get in control of. And to be honest, my plate is more than full with bad habits I need to kick, I really do not need any more. It also can have negative effects on my future marriage, and many many other aspects of my life(would write more but gatta go to bed). And of course the repercussions for these actions will be eternal at the end of days. On the other hand if I control myself and miss out on the temporary pleasure, not only will I bear the fruits for eternity at the end of days. I will even save myself a huge headache, and receive benefits in this world(would elaborate but gatta go to bed). So in conclusion, it is plain and simply not worth it, and I should not feel "I missed out" or "I am missing out". I can not let my desires take me out of the world.