TL/DR version - the struggle is real, the reward is worth it though.
3rd year medical student - I had similar feelings as you. It's common. Your friends from college and high school are moving on, and your life is on pause. While they go out and party, buy new cars, houses, and go on vacation, you're stuck in the same spot, going deeper into debt (negative net worth), putting in long hours with lots of uncertainty (will I pass this rotation, will I do well enough to match in the specialty I want in the program I want, will I graduate, how will I pay off this 6 figure loan). And you're at the bottom of the hierarchy, wondering if the teaching team remember you're part of the team (and every month or so, start on a different team, in a different field, maybe in a different hospital). And there's the pressure of Step 2 as well as self exams.
4th year - the end is in sight. Step 2 is out of the way, you're busy doing sub-I in the field you've decided, as well as applying/interviewing and matching. After the match - senioritis hits. You deserve this. This will be the only period (except between training and your first attending job) where you will have no responsibilities, no exams, no patients to follow-up, nothing to study. And graduation will celebrate your hard work. But moving is very expensive for a poor medical student deep in depth. Your classmates with affluent parents didn't have the same worry or concerns as you and some of your classmates. Life's not fair.
Intern Year - SUCKS. Responsibilities, pager, call schedule, lack of control over everything (where you will be, when you will eat, when you get to take vacation, etc). Come in early, stay late. Note writing, putting out small fires, figuring out if the smoke is actually a big conflagration, long hours. But you don't have to study for the self exam every month. Just the in-service exam (that you take yearly), Step 3, and survival. But at least you get paid so can afford the occasional "get together" ... in the grand scheme of things, your mental health and sanity is more important than the money you'll save if you skip these social events (if you are skipping to save money). You'll make it back in 1-2 hrs of attending work.
PGY2 and beyond - gets better or worse, depending on specialty. In-service exam yearly. Otherwise no more test. Oh, research in your "spare" time if you want competitive fellowship (or prestige academic appointment). Some residency have dedicated "research" month or years (sometimes at the expense of longer residency). Use the light months (whether it is a light rotation, or research) to recharge.
Fellowship - depend on specialty - can be easy (lifestyle) or hard. Basically it's like being an intern, except you now have residents expecting you to know something, and you are trying to study (and pass) your specialty board as a first year fellow (while on service, with no dedicated study time)
Attending - light at the end of the tunnel. Pay is good. You may or may not control your schedule, depending on specialty, type of employment, etc. But the money is good. live like a residency for the first 1-2 years, you can may off all or most of your loans. If you have huge loans, then may need a few more years. But then, after you paid off your loans - it is like a huge "raise" - the money you were setting aside monthly now can be used for your hobbies (investing, boating, flying, collecting, etc). Hours are better than residency (sometimes). Much better than a medical student. Sure, there are challenges (RVU generation, meeting meaningful use requirements, committee obligations, national organization work if you are interested, hospital admins, MOC, etc). There's always new/different challenges.
IMHO, The light at the end of the long tunnel is worth it.
It's a long road though ... and it's hard. When you are on q3 call and trying to stay awake at hour 27, with pager going off every few minutes ... it's hard. When you have little say on your schedule as a student/resident/fellow - it's hard. When you get your bank balance and see how much you owe - it's hard. And when your friends are enjoying life and showing you awesome pictures from vacation - it's hard
But in the end, the money will be there, and you've reach your goal. Gotta love what you do. If it's just a job, you would have quit a long time ago. It's more than just a job ... it's a career. But it doesn't define who you are.
It's a hard path - House of God was written in the 1970s about a disillusioned intern. The struggle is real. The reward is worth it though