The most difficult thing about giving all to God is risking or compromising your deep and personal passions, desires, and wildest dreams. We fear giving all to God because we feel if we do, our lives will be hard, boring, not what we planned, this isn't how it was supposed to go...
By giving all to God, we no longer have control. Scary. We feel insecure.
When we first choose to follow Christ, "giving all to God" usually means giving up certain worldly pleasures that we love or make us "feel good" for a fleeting moment. It usually doesn't take long to discover that those pleasures are warped or bad for us. When we give up these things, we realize how life is even sweeter without them, and our maturity and trust in Christ begin to grow. We know that those things must go.
As we mature in our faith, we will then realize that simply giving up our sins and worldly desires is not enough. God wants more. He now wants even the things that are of Him. He wants to take some of our passions and kill them, because they are not for us. He wants to take some of our dreams and kindle them into a blazing fire, with no life circumstance in the world able to put it out and thwart the way.
THIS is for you. THIS is why I created you.
He has carved out the path to these dreams and the way is easy. The burden is light. If only we would trust that He is Good.
I want only what is best for you, child. I love you.
What has following Me cost you?
It has cost me following the ways of the world in exchange for better, more adventurous ways. It has cost my own plans for my future, in exchange for plans far better than my own imaginative mind could have imagined. It has cost periods of confusion and doubt, in exchange for deeper understanding, greater trust, and a stronger relationship with God. It has cost dark and windy nights out on the stormy sea to long for Jesus and walk on the water. It has cost me some friends and relationships, in exchange for making me a family member in the Kingdom of God. It has cost letting go of material things in exchange for never-ending provision that consistently boggles my mind.
Further reading: The Cost of Discipleship, Dietrich Bonhoeffer