I know I felt quite a bit of grief in having to limit or end my time spent with some people. They seemed like fun when I was drinking. Once I stopped, they seemed sad and I didn't want to be around them when they drank - which as it turns out was most of the time.
I don't think I'll ever stop thinking that I could do a better job at life, but it seems pretty normal to feel that way - I think it's very common.