Many people enjoy pleasures of the world, but many pleasures are illicit or immoral. Even if they are kosher, you risk being enslaved by them. Once enslaved by a pleasure, enjoying it becomes a sin. Also, too much of a pleasure often turn it into a displeasure. The joys of God are the opposite, for they are always uplifting and refreshing. Once in heaven, you will want to remain there for ever; and that's just fine, for heaven does happen to last forever.