Perhaps you were expecting too much; even when God forgives our sin, the aftereffects still are with us, and they don't necessarily go away easily or quickly.
But let me mention two things that are different, now that you have committed your life to Jesus Christ. You've already mentioned the first: God has forgiven you. Don't take His forgiveness lightly, because it cost God the life of His Son. But because of Christ's death and resurrection, you don't need to carry a burden of guilt and shame any longer. In Christ "we have redemption, the forgiveness of sins" (Colossians 1:14).
But something else is different also: God is with you, and He wants to help you deal with your problems. Don't just worry about them; pray about them, and ask God to help you deal with them. Seek forgiveness from those you've hurt; when possible, take practical steps to undo the damage you've caused; let others know you care. You may not solve everything, but you can do something.
One of life's hardest lessons is that sin always has consequences - always. We think we'll be the exception and get by with it - but sooner or later our wrongdoing catches up with us, and we must pay the consequences. But in a far greater way, Christ took the consequences for our sins by dying on the cross for us. Thank Him every day for this great truth.