Why is life so hard at 19?

I feel like being at the age of 19 is like stuck in a sense. You’re transitioning from a teenager to an adult.. but you’re not ready to be an adult yet. I feel like my life is all over the place. I’m studying at university in my last year and still have no idea what job I want for the future. I just don’t know what to do. Last year was the biggest year of change for me as my first proper girlfriend of 2 years broke up with me and it completely shook my world. I became more self-aware and realised so many things about myself that I wanted to change and improve. And I can’t seem to help feeling self-conscious of myself when before this wasn’t even a problem. I regularly go to the gym, see my friends but I just feel like I’m behind in life and I’m not sure why. I think social media has definitely played a part in this as well, as you start to compare yourself with other people. How can I stop having negative thoughts and instead start empowering myself to continue to be better and improve every day instead of sulking around?