No, this isn't all there is to life -- no matter what your friends say. In fact, living only for ourselves and our own pleasures is a dead-end road that will never bring us lasting happiness -- as you've discovered.
But God has given us another way -- and my prayer is that you will have the courage to find it and follow it, because it alone gives lasting meaning and purpose to our lives. What is that way? It is the way of Jesus, putting Him (instead of ourselves) at the center of our lives, and learning to trust Him and follow Him wherever He leads us. The Psalmist put it this way: "You have made known to me the path of life; you will fill me with joy in your presence, with eternal pleasures at your right hand" (Psalm 16:11).
Begin by facing honestly your need of God. He made you, and He alone knows what is best for you. Then by a simple act of faith ask Jesus Christ to come into your life and make you His child forever. God loves you, and life's greatest joy comes from knowing Him and living for Him. God's promise is for you: "If anyone is in Christ, he is a new creation; the old has gone, the new has come!" (2 Corinthians 5:17).
Then ask God to lead you to a church where you can grow closer to Christ and discover what it means to follow Him every day.