You are right about one thing: Christians are supposed to make a difference in the world. They aren't to withdraw and let evil advance unopposed, nor are they to behave like everyone else. Jesus put it this way: "You are the salt of the earth.... You are the light of the world" (Matthew 5:13-14).
But you are not correct in suggesting that being a Christian wouldn't make any difference in your life. For one thing, a Christian knows that this world is not all there is to life, because ahead of us is all eternity with God in heaven. This gives us hope, even in the midst of the pain and confusion we all experience. The Bible says, "Why are you downcast, O my soul?... Put your hope in God" (Psalm 42:11).
Being a Christian would also make a difference in the way you live. Instead of living only for yourself, you'd begin to live for others as well. Instead of searching for happiness all the time, you'd begin experiencing the joy and peace only Christ can bring to our hearts.