Hello everyone. (First post here!)
NotAnHourGoesBy, I am a pretty recent convert from the Protestantism. I was brought into the Orthodox Church (through Baptism and Chrismation) last September after inquiring for over a year. If I may ask, what denomination are you currently in? I grew up and remained Southern Baptist until September, though I also attended a Methodist church as a pianist/organist throughout college.
Users here have already provided great support, comments, and advice, and I only hope to add on to it.
Though it has been a lot of spiritual work, and continues to be, I feel more open to living and life since becoming Orthodox. Through my inquiring period, I came to realize many obstacles that faced my experience as a Christian that were innate simply by being Baptist. Put one way, there are some good things about Protestantism, but those things that are good and true stem from the living presence and tradition of Orthodoxy that has existed long before which accounts for it all. I realized that, as a Baptist, I was only getting a small sliver. For one aspect of many, as a Baptist, I somewhat felt like I was being kept in the shadows. We had the Bible, and that's all that was needed. We never talked, and I certainly never knew, about other Christian authors outside the Bible that provided living witness and truth to what the Bible stated. Why, I thought, are these writings and authors who bear witness being ignored? In my reading and journey, it seems there has been much written and experienced that we Baptists simply ignored. So, if all of this was being kept away and/or ignored, either on purpose or otherwise, what else could be? I won't go so far as to say I was being swindled, but in my heart and soul I just knew that Christ still had a living impact on the world that was richer and fuller than I was receiving, and I had to find it. These thoughts then naturally brought about other thoughts and questions, but the historicity of it all was an initial basic one that led me on my path. I won't go into more detail unless asked, but needless to say, my questions, concerns, and cares were all answered through Orthodoxy.
Related to what was "given up" in the conversion, I feel like I gained so much more, likely more than I will ever get to fully appreciate and know in my life. All the writings alone could take one lifetime, much less intense disciplined prayer. From a more "practical" perspective, differences include the music, lack of "mysteries," long sermons (often meant to be the showstopper, the main event, where lay people would switch churches based on who gave more energetic sermons), spontaneous prayers that basically anyone could lead, invitations (I went to some churches that did altar calls, but my usual experience was with pastors urging people to rededicate their lives to Christ, if you're lost to "come back home," and so on, publicly), and bluegrass tent revivals! Of everything, the music was missed the most. While I find some of the music very nice and still listen to it occasionally, I never found that it aided or participated in worship beyond emotional connections anyways. In contrast, the beautiful chants I get to hear in church now play a role in the worship and are very much connected, such as the whole multitude coming together in one voice to proclaim the love and word of God through our Lord Jesus Christ. (Hence, why I find instruments not necessary. It needs to be voices with words. In Revelation, even the animals sing instead of making their animal noises!) The services are also very melodic and if one counts chanting and all, there is a lot more music present in the Orthodox service.
Others earlier addressed your concerns about it all being a "mirage," and they provided good answers. We all come from different backgrounds, are raised certain ways, and have access to different things. It is a part of your story, everything that you experienced, and this story is leading to your realizations. I found it very fruitful to consider my past as I was inquiring because it gave me a measure to compare. It's also not my place to say what was good and "true" in God's eyes or not as I cannot judge, but in Matthew 7:21 it is written, "Not every one that saith to me, Lord, Lord, shall enter into the kingdom of heaven: but he that doth the will of my Father who is in heaven, he shall enter into the kingdom of heaven." Let us all try to do His will to the fullest.
I wish you all the best luck in your search! There's a lot of great posts on this forum to sieve through, as well as helpful individuals. Please keep updating on your thoughts and progress!