In reference to Olam Hazeh and Olam Habo, (this world and the next world) people think that one must come at the expense of the other. In order to get to the next world one must sacrifice and suffer in this world. The person then faces the predicament, is it worth it or not, to give up the temporary pleasures for eternal ones.

As we will see, this is not so. Not only don't you have to give up This World, but amazingly, only those who strive for the Next World can really enjoy This World.
Rav Eliyahu Lopian, Zal has a beautiful sicha in Lev Elyahu (Breishis pg 112), entitled "L'hisaheg Al Hashem", which addresses the issue.
He starts off analyzing an interesting conversation between Ya'akov and Rochel and Leah (B'reishis 31:3-16). After twenty years at Lavan's home, Hashem just told Ya'akov to return to his father's home. Interestingly, when Ya'akov relates this to his wives he doesn't get straight to the point. Instead, he gives a whole introduction describing how the relationship between him and Lavan has corroded, and that he was fooled many times by Lavan. Finally, he ends off saying that Hashem told him to return home. Rochel and Leah also respond in a strange way. "Do we still have any portion or inheritance in our father's home?.... And now, do everything that Hashem tells you to". They were saying that they didn't expect to get any capital gain in their father's house, so now we will listen to everything that Hashem has instructed you to do.
This is quite puzzling. If Hashem has told Ya'akov to leave, what is there to discuss? Even if one could find many reasons why he should stay, doesn't Hashem obviously know better?
Consequently, why does Ya'akov bother to give a whole introduction to explain why it is logical to leave? Wouldn't it suffice for Ya'akov to relate that Hashem ordered him to leave, thus there is nothing else to consider. The response of Rochel and Leah is harder to understand. Did they mean to say that the only reason to leave, is the fact that their father's home is no monetary asset to them? What if there was some money or inheritance to be gained from their father, would that be a reason to consider disobeying the word of Hashem? Maybe we could have such considerations, but not such great people as the Avos and Emaohos.
The Lev Eliyahu asks a similar question regarding Koheles. Shlomo Hamelech continuously describes throughout Sefer Koheles, how much he has experienced in this world and how worthless all the pleasures of This World are. "Vanity of vanities, all is vanity" repeats itself throughout the book. After this introduction he concludes (12:13), "At the end of everything, when all is heard (the final verdict is) fear Hashem and keep His Mitzvos, because this is all of Man."
Again we have the same puzzling question. Why does Shlomo Hamelech need this whole introduction? Does he mean to say that the only reason why we should fear Hashem and do mitzvos is because the world's pleasures are worthless? What if the pleasures in the World were good, would that be a reason not to do the mitzvos?
The answer is that Ya'akov, Rochel, Leah and Shlomo Hamelech are all teaching us an important lesson, a foundation in Serving Hashem. A person should not think that serving Hashem and keeping the Torah comes at the expense of the pleasures of this world consequently facing the dilemma whether or not it is worth it. This is a totally mistaken concept, and is not the path to serving Hashem.
A person is rather obligated to understand and realize that if he does the Will of Hashem, he will have goodness and blessing in This World and in Olam Habo. The main reward comes in the next world, while the person eats the fruit in this world. In keeping the Torah there is no 'bad', only 'good' always in both This World and the Next.
This is the explanation for the conversation between Ya'akov and Rochel and Leah. They are showing that obeying Hashem's command is not coming at the expense of any physical gains. They saw clearly that it was good to leave the house of Lavan because they were not expecting any money from him.... (If they were expecting money from Lavan, then they would have found a different way how to understand why they would not be sacrificing anything.)
Shlomo Hamelech also is telling us that serving Hashem doesn't involve any sacrifices because it all the pleasures of this world are vanity. The greatest pleasure is getting away from the falsehood and vanity of This World.
Living a life of Emunah (Belief in Hashem) and Bitachon (trust in Hashem), living with the concepts of gam zu l'tovah (everything Hashem does is for the best) and hashgacha protis (Hashem is constantly guiding us), living a life where we control our middos and desires, makes us the happiest people around.
The Tiferes Yisroel says in Avos (6:2), "The only true freedom is the freedom of the soul. A person is not a free man, if his desires are liberated and his soul is enslaved to his desires."
Furthermore, the Lev Eliyahu points out that only those who serve Hashem really get to enjoy the pleasures in this world. Those people who seek only the pleasures of This World (he calls them Olam Hazehnikers) will not enjoy it. A person who is controlled by bad middos such as desire and jealousy, cannot enjoy what he has. On the outside they may pretend they are living a happy life but when you get to know them, you see how depressed they really are.

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