The Ramchal teaches us that we must be very precise in the way which we observe the Mitzvot. Even the smallest change can make such a big difference to our lives (in whichever direction we go.) We should learn from those who weigh out gold and pearls at how exacting they are and that the smallest change (or error) can make a huge difference in their lives.
Everything in this world then, is just a mean to attaining our goal which is ultimately the World to Come. We are in this world in order to deal with the tests and challenges – to overcome them all, and prepare ourselves, our souls, for the next world.
Our goal then is to get close to God and to break through those matters which prevent us from getting close to Him.