Most people have a hard time with life choices such as, should I get married, have kids, or buy a house? These are, in their own right, very big tough decisions but at least they are accepted by the majority of society.
Every day of my life I make choices that are, in general, looked down upon by society. And no, being a musician is not a completely unacceptable lifestyle but truth be told most people don't agree with staying up until 5am working on music and going from job to job just to maintain a performance schedule. Even harder when it comes to maintaining any sort of relationship, including friends.
I know what you're thinking, "I chose this life." To be blatantly honest with you, I did choose to continue to pursue this life, but in the beginning this life chose me. I'm a complete addict. Going from playing 6-7 days every week to playing no more than twice in a week, I feel like a heroin addict. I can't get my fix fast enough or for long enough. Somedays I don't know what to do because it feels like this will be a life-long process that may never "pay off" in a monetary sense. Most days I find comfort in the process and continue to work my ass off finding and creating projects.
There's always another hurdle, always something new to learn.