Letter to a Protestant Inquirer
You are right. It is difficult to be an Orthodox Christian, because Orthodoxy requires that one be a Christian. However, the difficult part is not what you think. The fasting, long services, and prayers are tools. The real struggle is to repent. Repentance is not something one did in the past, repentance is an attitude toward life. One must be constantly turning away from self-centered and sinful tendencies and turning toward God. Fasting, prayer and a self-disciplined life (what the Church calls askesis) are the necessary means to this end. Nothing is possible without the Grace of God; however, the Grace of God only saves those who want to be saved, those who cooperate with the Grace of God. Repentance is how we cooperate.
About books, Lossky is very tough stuff. You might want to begin with Kalistos Ware's "The Orthodox Way." (Bishop Kalistos Ware used to be Timothy Ware.) "The Orthodox Way" is a more accessible version of much of the material covered in Lossky's "Mystical Theology." Another very good little book, and one you will probably read several times throughout your life, is "The Way of the Ascetics" by Tito Colliander. There is also a great four-part catechism by Fr. Thomas Hopko (anything by him is great) that you can read for free at http://www.oca.org/OCorthfaith.asp?SID=2. Some of it will overlap with what you already know growing up Protestant, but you should at least skim it all. It will explain a lot.
The most difficult part of becoming Orthodox is not the content of the theology or even the worship practices (standing to recite long prayers or venerating icons), the hardest part is to move from thinking like a Protestant--rational, systematic, categorical (i.e. Aristotelian: either yes or no, on or off, right or wrong, heaven or hell); to thinking as an Orthodox Christian--noetic, mystical, apophatic (i.e. Christ is known in our hearts, not our minds; Christ is both God and man; the language of heaven is silence). This does not mean that Orthodox Christians are relativists. Not in the least. We submit to the Tradition of the Church that we have received. But this is not a tradition of dogmas set forth with certainty by a central, infallible body. Rather, it is a Tradition of holy practice and holy life and holy worship. We look to the saints as our guides--those who have walked the path before us. Our practices are based on the experience of those who go before us, who have found that these practices are useful to transform our hearts and minds to the image of Christ. Certain beliefs, behaviours and practices are forbidden because they both create and manifest spiritual illness. But even here, the Church is a hospital, offering therapy to those who want to be healed. No one is rejected, but many exclude themselves.
In the end, heaven and hell are how we respond to Reality. God does not go away. God is the only Real, and if we hate the Real and cling to fantasy, then life (and afterlife) can be nothing but torment. But if we turn to God, if we repent and embrace the Real, then life can become Life and the afterlife is Eternal Life.