@mathieu This is due to the feeling of FOMO (Fear of Missing Out). Most people have to do deal with it.
You need to understand that people have happy moments as well as sad/depressing ones. And only the happiest of those experiences are shared on facebook. As @Saarah correctly pointed out that we start comparing those moments to the low points of our lives which we should clearly stop doing.
Also, if you are not happy with the way your life is right now, probably you think you are boring or any other issue, then start working on that. Find new hobbies, go out interact with more people, read books, listen to music, hit the gym. Investment in oneself is the most important investment ever.
