No, God didn't put us here just to indulge ourselves or have a good time (at least in the way you probably mean it). God put us here for a purpose and that purpose is to live for Him and experience the joy of His presence every day.
The problem is, God wants to be at the center of our lives — but so do we. We want to run our own lives and be free to do anything we please because we think that must be the path to happiness. But when we live only for ourselves, we find it doesn't bring us happiness after all. In fact, a life of self-indulgence only leads to emptiness. The Bible warns, "There is a way that seems right to a man, but in the end it leads to death" (Proverbs 14:12).
But God has another way for us His way! It alone is the way of peace, and it alone will bring us true happiness. Not only that, but His path alone will lead us to heaven. What is that way? It is the way of the cross Christ's cross. On the cross Christ took away all our sins and selfishness, and now He wants to come into our lives and replace them with His love.
Jesus said, "I have come that they may have life, and have it to the full" (John 10:10). Turn to Christ today and ask Him to come into your life. Then ask Him to begin changing you from within and He will, as you yield your life to Him and allow His Word, the Bible, to shape your life every day.