At the very beginning of Earth's history, God gave two people an instruction. These two people were Adam and Eve, and God told them one thing; not to eat from a tree in the garden of Eden. As it happens they ate from the one tree they were told not to eat from, and mankind has had to live with the consequences ever since.
If you aren't a Christian, this sequence of events seems almost inconsequential; why should it matter that these two random people ate from that one tree? Why did God tell them not to anyway? They should have been allowed to do whatever they wanted anyway shouldn't they?
Here's the issue. God said to Adam 'Don't eat from that tree or you'll die.' Adam never questioned it because He accepted that God knew what He was talking about. He trusted God and His judgement. It was only after the snake in the garden sowed seeds of doubt into Eve's minds that she began to consider that maybe God wasn't being one hundred percent honest. In other words, she stopped trusting God. She began to think she knew better. It was a change in heart that spurred her into action.
You see with God, it isn't so much what we do on the outside that is significant to Him. What He cares about is the status of our hearts. When God tells us to do something and we do it, we do it because we trust that 1)He is good, and 2)He cares about us and won't ask us to do something that will harm us. The moment we feel we can't obey God, we are ultimately telling Him we know better.
So what happened to Adam and Eve after they did the one thing God asked them not to do? They were thrown out of the garden of Eden, they were given an expiry date, and life became harder for them.
And this is why God is so concerned with the condition of our hearts. It's not whether we walk here or there that He cares about. It's why we're walking here or there. God doesn't care if a guy looks at a girl, by all means look. God cares about how the guy is looking at her. If He's looking at a girl who is not his wife lustfully, he's committing adultery in his heart (Matthew 5.28).
Obedience is an act of worship to God. Worship is all about letting God know how awesome He is, bringing glory to His name, showing the world how great He is. But if God gives us an instruction and we can't follow it because we don't trust Him enough, our words and songs are useless. Luke 6.46 says this;
'Why do you call me Lord, Lord and do not do what I say?'
Godly obedience starts with the heart and ends with the action. Godly obedience acknowledges God as supreme and the standard of Goodness in the universe, and therefore obeys Him.
So when I say I won't have sex before marriage, I'm not saying it because I don't have a sex drive or think sex is boring or anything like that, I'm saying it because in my heart I have chosen to live God's way (John 14.6), and I trust that as my father who is Good and who has Good plans for my future (Jeremiah 29.11), He has a reason for telling me to wait till marriage. The most important thing about Godly obedience is not how I feel - because my feelings change daily, hourly even; the most important thing about it is that I trust God with my life and future completely and therefore will show it outwardly in behaving in obedience to Him.
The reason why Godly obedience is so hard is because it's something that has to be done daily. You don't obey God once and that's it. It isn't like your mum telling you "wash the dishes" and you doing it and it's done; it's more like you everyday having to make a decision to do things God's way, the way that might not seem the most natural to you. It's a daily sacrifice. And that's why God says that we should offer up our bodies to Him as 'living sacrifices' (Romans 12.1-2).
It's in this way that we show ourselves to really be God's people; a testimony to Him and who He is.
"Therefore, I urge you, brothers, in view of God's mercy, to offer your bodies as living sacrifices, holy and pleasing to God--this is your spiritual act of worship. Do not conform any longer to the pattern of this world, but be transformed by the renewing of your mind. Then you will be able to test and approve what God's will is--his good, pleasing and perfect will."