Not until pleasures in my life are removed do I realize just how much I went to them for comfort or relaxation. I dream up my tastiest, most delectable (probably unhealthiest!) recipes when fasting. It's almost torture! (Although the rewards of fasting far exceed the discomfort, I assure you! *smile*) And when I am away from my family, my heart sometimes sags just thinking of the good time they're having together over some mind-boggling Scrabble game - where I know the competition is thick as tar, and one amazing play is sure to spark flames of fun-loving unbelief and questioning all around.
Denying self is so important to help us examine ourselves, to open our eyes to what is really important to us, and how much we rely on those things for comfort. Benjamin Franklin said, “Deny Self for Self's sake”. Leslie Ludy makes a good point in this short video that even things that are good (marriage, family, food, etc.) can become idols in our liveswhen we make them more important to us than our walk with Jesus Christ.
Wouldn't it be character-building to make a habit of denying self regularly? Maybe just once a day - if we were to deny one earthly pleasure and spend the time with God instead? I believe it would help us exalt our spirit above our flesh, among other things (See I Corinthians 9:27). Is He enough to you? Do you know Him well enough that spending time with Him delights your heart, comforts, satisfies, pleases you?