This is a shortened version of how I explained this topic for the past 20 years.
When you are born you basically are handed a sheet of paper on which to write fun things, these are things that you find enjoyable and pleasurable. At birth, Satan has already written some things on it. Your friends write stuff on it, the things you watch and listen to adds things to that list, other people write stuff on it, experiences and failures write stuff on it… Each and every time you are looking for something fun to do or are asked to go somewhere with people, you look at the sheet of paper to determine if something is fun or not.
As you get older, you realize that you really like the things on your sheet of paper and don’t want to change. You enjoy the things you have been doing and you look towards the things that other people do (especially popular people or rich people). Then you become a Christian and you look at those things and they still seem fun to do and you still want to do them. Since they have been a part of your life for so long, you do not see any need to change.
You think being a Christian means that you can’t have any fun at all any more because you compare it to what you have on your sheet of paper; things like: skipping school, sex, cursing, stealing things from the store for the thrill of it, hanging out and getting drunk or drugged, watching pornography or other sexually explicit materials, etc. You think you have WAY too much to give up for this Christ and “He understands” so you justify still enjoying those things; sin is fun and attractive.
As you spend more time with the Lord and truly have Him as Lord of your life, you will start to see some of those things for what they are, distractions from the call to be holy. They are things that pull you away from the One Who brought you real life, but you just are not able to pull away on your own. This is called the process of sanctification. What really happens is that as a Christian you look at the sheet of paper and realize that some of those things weren’t really fun at all and were actually destructive. You drop those off of the list. You add new ones from your new life in Christ and the older ones that remained are all the more enhanced by your freedom in Christ. While spending more time with God and those who love Him, you begin to see how much more fun you are able to have when you live the life that God created you to have with the priorities and qualities that He desired for you from the beginning.
So whereas sin might be attractive and seductive, it really does not compare to the life in Christ and the freedom and peace and joy that comes with truly living in and through Him. So Christians can and do have fun and even more fun because we have victory over the world! We are not bound to those decisions of the past that actually kept us locked in a negative, never peaceful, mindset of unfulfillment. Once you realize that you are full in Christ, you will find it easier to say goodbye to the old self and those old desires.