This reminds me of a story I once heard.
Once there was a man who prayed to God for help, that the weight of his life was too much. He had just lost his job and his wife had left him. He felt he couldn't take it anymore, that his burden was too great, and that life was too unfair to him. God came to him in a dream, and brought him down a hallway into a large room. Inside the room were crosses, of various sizes. Some very large and other smaller, but all looked burdensome. God told the man "These are the burdens of all the people in the world; since you believe your life to be so much worse, you may take up the burden of anyone you want." The man, satisfied with this answer, thanked the Lord and went into the room to search. He looked for a long time and found what looked to him to be the smallest cross. When he brought it back God smiled and said "but that one is yours, the one you started with." With that, the dream ended and the man woke up.
I heard this when I was younger, probably from my mother or grandfather (he was a minister). I think it's from a sermon, but I've always liked to think of this when I start wallowing in self-pity. We all have our cross to bear. I suspect mine is no worse than anyone else. Most normal people aren't any happier than me. They have friends, partners, careers, and money but those things bring with them their own problems, their own burdens.
I don't think the original question is answerable. If I was different, I wouldn't be me, so of course I'd do things differently, but then I would be someone else entirely. The adversities we face define us more than our accomplishments. To remove them is to fundamentally change who we are.