I am my Father's and my Father is mine is what Jesus said. It is something devoutly to be wished, to belong to Father and have Him belong to you. It isn't something you will wish for, though, until it happens.
Most people, I think, prefer to get their worshipping done on Sundays and out of their way so they can conduct their own business for the rest of the week. God is inconvenient, after all, if He is too involved in your life. He says pesky things like, "Do unto others..." and "Go an extra mile..." and "Give to people who can't pay you back..." and "Don't worry about a thing...". Terribly inconvenient in this world where worry is plastered on every advertisement and selfishness is the name of the game.
But when the Lord invites you and you accept, the "inconvenience" actually becomes desireable and everything you did before, everything you amassed "on your own" starts to taste like ash.
This is what it is like to belong to Him. The world, its worries and troubles and desires and passions and pleasures is revealed for the zombie apocalypse that it is. And the believer, smack in the middle of it, must endure and finish the lonely, treacherous race, because--
only God will do.