What do I want? (More Dangerous Honesty)

What is wrong with me?
This is what I want to know.
Why am I sad all the time when I have absolutely no reason to be?
My list of things to be thankful for that I had on my old computer had grown to around 430 points. So far I have only been able to come up with 281 points for my new list, but that is still a lot of things to be thankful for.
I have everything I need (Jesus), everything I REALLY want (family, friends, food, water, and shelter) and a whole bunch of other things that I also want (good grades and a free computer eccetera). I don't deserve any of these gifts, I guess that is what makes them special.
So why am I so sad all the time?
Is it because I am confused?
I don't think so.
I am growing in clarity all the time, but it doesn't seem to help.
Things only seem to make sense to me on paper. I know possible answers to the biggest questions and they make sense in my mind, but when I go to live them out I feel like something is missing: where is the joy, the peace, and the contentment?
My faith teaches that Jesus's death has freed us from an endless attempt to be good enough. We will never be good enough but that's ok, Jesus dealt with our failings and now we are forgiven. My faith teaches that bad stuff will happen here on the earth. My faith teaches that we should do what we can to help each other out but it does not suggest that it will be enough. My faith does not teach that all Christians will win the lottery and will never have to fight cancer. My faith does seem to teach that it doesn't matter who is a jerk to you, or how much you suck, or if the earth is melting, or if your best friend has passed away, because Jesus loves and forgives you and someday soon you shall be partying with Him in heaven. I have heard people say all this in such an eloquent way that it sounds so ridiculously beautiful that I want to cry. I have even tried to echo what they have to say, but I always feel like something is missing. My words sound hollow. They do not give me the joy that they should. I am selfish, I want more. I want the peace of heaven to kick the pain of sin out now and I want everyone to be saved. I don't want to have to wait, and I don't want anyone to miss out. I can talk about the hope of Jesus with the best of them, but there is a hollow feeling in my stomach. A feeling that comes from seeing one too many people cry.
It's true my life is ridiculously blessed, and I don't have a right to be sad, but others do. I know I should be fighting to make their lives better rather than hiding in my room being gloomy, but I don't know how to kick the feeling that it will never get better. I know it will. The idea that Jesus loves us and is going to come back is something I can't stop believing. I have seen His loved played out in my life. He has taken care of me.
So why am I sad? I am sad because I am not the only one in the world and not everyone is as lucky as me.