Live your life

Everyone likes to live their life the way they want. I wonder why some people think we are missing out on life. Is trying alcohol so important in life? Is having a boy friend so important in life?
I don't fully understand when people, sometimes some of my very good friends, advise me that I should try alcohol. I think their point is that I take life way too seriously and don't enjoy the life or live my life. I am not sure if I ever understand their point fully.
For now, I feel , I am living my life as I want and I don't really regret not trying alcohol as I don't want to and I am not interested.