God sees the bigger picture of your life, while you cannot. He knows what pieces to keep, and what needs to be removed. After walking with Him a while, your life will begin to take shape, and when complete, it will become something beautiful.
Work with God and allow Him to separate you from the things that do not belong in your life. He will not separate you from your friends, or the things that you love and want to keep around like lust, or greed. You have to hate it, guard against it, and separate yourself from it. If He delivered you from something that you love, you would just return to it.
We have a free will to choose what God we serve just as Joshua and the Israelites (Joshua 24:15). Calling Jesus Lord only gives Him a title, it is doing what He says that makes Him your Lord.
Also do not get run ahead of God and begin to throw out things that He intends to keep. Just work at His pace. You do not need to understand everything right now, He does, and that is enough. It is one piece at a time and one day at a time. It is line upon line, here a little, there a little, eventually this thousand piece puzzle will begin to make sense.