The natural man is inclined to find their comfort outside of Christ, in a worldly inheritance that is perishable and temporal.
But how much better it is to find our refuge in Christ, who is literally the light of this world (John 3). This inheritance is "incorruptible", "undefiled", and "fadeth not away" (1 Peter 1:4), so it ought to be a Christian's duty to perpetually exhort one another and oneself to "lay up [for yourselves] treasures in heaven, where neither moth nor rust doth corrupt, and where thieves do not break through nor steal".
Objection: "But I have a hard time conceiving this. It is too hard for me to think about God all the time and reject myself and my desires. How do I know I am storing my treasure in heaven? Why can't I just please myself? God will forgive me, right?"
Resolution: God's Spirit is that of effectual regeneration to those whose hearts are replaced with flesh and whose eyes and ears are opened. One who is truly under the state of grace is transformed into the likeness of Christ (Ephesians 1, Romans 9). To therefore find no comfort in Scripture, religious duties, or in Christ bears witness that you have no spiritual fruit. The reality of this is clear, for "my sheep will hear my voice, and they will follow me" as Christ said in the Gospels. One who is born again and regenerated by the Holy Spirit cannot deny the change within, the immediate quickening within one's heart to follow God and love Him with all the heart. So those of you who profess Christ, but prefer the carnal substitutions of this world over Christ's spirit, have no spiritual fruit.
You therefore need to humble yourself before the Lord and beg God for the spirit of repentance and renewal of mind.
As the great baptist confession says of this matter:
CHAPTER 13; OF SANCTIFICATION
Paragraph 1. They who are united to Christ, effectually called, and regenerated, having a new heart and a new spirit created in them through the virtue of Christ's death and resurrection, are also farther sanctified, really and personally,1 through the same virtue, by his Word and Spirit dwelling in them;2 the dominion of the whole body of sin is destroyed,3 and the several lusts of it are more and more weakened and mortified,4 and they more and more quickened and strengthened in all saving graces,5 to the practice of all true holiness, without which no man shall see the Lord.6
1 Acts 20:32; Rom. 6:5,6
2 John 17:17; Eph. 3:16-19; 1 Thess. 5:21-23
3 Rom. 6:14
4 Gal. 5:24
5 Col. 1:11
6 2 Cor. 7:1; Heb. 12:14
Paragraph 2. This sanctification is throughout the whole man,7 yet imperfect in this life; there abides still some remnants of corruption in every part,8 wherefrom arises a continual and irreconcilable war; the flesh lusting against the Spirit, and the Spirit against the flesh.9
7 1 Thess. 5:23
8 Rom. 7:18, 23
9 Gal. 5:17; 1 Pet. 2:11
Paragraph 3. In which war, although the remaining corruption for a time may much prevail,10 yet, through the continual supply of strength from the sanctifying Spirit of Christ, the regenerate part does overcome;11 and so the saints grow in grace, perfecting holiness in the fear of God, pressing after an heavenly life, in evangelical obedience to all the commands which Christ as Head and King, in his Word has prescribed to them.12
10 Rom. 7:23
11 Rom. 6:14
12 Eph. 4:15,16; 2 Cor. 3:18, 7:1
