(adapted from Rick Warren's Purpose Driven Connection devotional)
Many fear letting God into their lives, thinking God will make them give up anything and everything fun. In other words, they believe that to become a Christian is the same as saying the party's over; that to be spiritual is to be miserable.
People frantically look for fun fixes, but that means they operate under the law of diminishing returns. They spend more time, more money, and more energy to get less and less of a thrill. They go around asking, "Are we having fun yet?" or, "Is that all there is?"
But the way you fight fear is with truth. And the truth says: God "richly provides us with everything for our enjoyment" (1 Tim. 6:17b, TNIV). He doesn't want you to live without fun.
The apostle Matthew spent three years with Jesus. "Jesus came, enjoying life" is basically what he wrote in the 11th chapter, 19th verse of the book bearing his name. In Jesus' first recorded miracle, after all, he turned water into wine for a wedding party that had already drunk plenty!
"Tell those rich in this world's wealth to quit being so full of themselves and so obsessed with money, which is here today and gone tomorrow. Tell them to go after God, who piles on all the riches we could ever manage—to do good, to be rich in helping others, to be extravagantly generous. If they do that, they'll build a treasury that will last, gaining life that is truly life." —1 Tim. 6:17-19, The Message
God wants you to enjoy life. Honest to God!
A further powerful point is that even through the worst times, while it will in all likelihood be impossible to be happy, let alone 'have fun', we can still have that internal "joy unspeakable and full of glory" (see 1 Peter 1: 6-9).