Once more from the top
Albert Einstein's definition of Insanity: "Doing the same thing over and over again and expecting different results." The children of Israel exhibited this kind of behavior during their forty year trek across the desert. Some lessons can be learned only one way. And if we don't submit to God during the time of trial, we'll be forced to repeat the lesson in order to learn what He would have us know. Yes, God wants to make us happy, healthy and prosperous (I believe), but if we're not willing to partake of "Christ's sufferings" (1 Peter 4:14) in order to understand how to deal with the freedom, then God may allow us another prison sentence, or desert experience in order to learn. Smart! And please understand, just being miserable is not the same as sharing in the sufferings of Jesus. This is no laughing matter, however. What's tragic is that the generation of Israelites that were released from Egypt were not allowed to enter the Promised Land. They all died in the wilderness. It was their children who got to go. God was so upset with the parents' stubborn unbelief that He allowed them to wander aimlessly around the same closed-loop for forty years. A trip that would have taken eleven days if marched straight through. But, thank God that we have others' mistakes to learn from.
The writer of Hebrews says this: "Therefore leaving the principles of the doctrine of Christ, let us go on unto perfection;" (Hebrews 6:1) Let's just stop right there. Many people when they accept Jesus are unwilling to, or at least unsure of how to, renew their minds to do the very thing that the writer of Hebrews is referring to here. Perfection—spiritual perfection—is understanding how much God loves you. It will eventually work its way out into our behavior. And if we're not making the effort to renew our minds to God's truth, we'll end up remanded, or sent back to some other form of trial (it is a legal term, after all) in order to learn the lessons God wants to teach us. The writer of Hebrews (I'm not sure who it is. I'd like to believe it was Paul but I can't say) continues on in chapter six by listing off several basic doctrines of Christianity with the implication that there's no need to go over those things again. But then in the third verse, he says "this will we do, if God permit". What I believe is being said here is that God is always ready and willing to patiently show us what we don't know.
Once more with feeling
Here's another aspect to this: please don't beat yourself up with morbid, tormenting thoughts wondering what your life could have been if you'd made the right decision out of the gate. There's lots of pride wrapped up in this way of thinking (I'm not God). This mental construct took firm hold in my mind many years back. I could not get over the abject feeling of regret and sorrow, thinking that I'd wasted the best years of my life. Things began to change when, by God's grace, I started thinking more about God's feelings than my own. Sure, my life had its fair share of misery—what about God's? If I had regret, wouldn't God have regret too? I began to see God's feelings as more important than my own. And He cleared out the darkness in my mind. Praise God!
This is what God is getting at in any lesson: learning to feel Him and know Him above our own feelings and self-knowledge. God bless you!
Once more for good measure
All of the above aside, if you find yourself going back to the desert for reasons unknown. And if you have peace surrounding the whole issue, maybe God is having you go around again, not for yourself, but for someone else? Food for thought.