You have entered a less comforting world than that of the Blue Pill, to be sure: humans are an insignificant part of creation; we are basically animals (just a bit smarter, more advanced); free will is just an illusion; and consciousness is a just a small, perhaps inconsequential, part of who we are.

Furthermore, you are not that different from those around you.  You, your intelligence, your potential, your social group, your country, your sex are not necessarily any greater than others, certainly not as great as you think. Indeed, those around you are thinking much the same about your qualities as you think about theirs.  They think their opinions and actions are every bit as justified as yours, and yet we cannot all be right.

The world around you is hard to categorize; nothing in it is black and white, but rather many shades of gray; no-one is entirely good and no-one is entirely evil.  No country is entirely in the right or in the wrong.  All social groups have their pros and cons. There is no true love; every relationship has its flaws.  And those last few fixes that you needed to do to be happy with life?  They are not going to get you any closer to true happiness, unfortunately.

What is more, your insecurities are immense, a bottomless pit of neuroses that you try desperately to convince yourself is not there.  Your smart, confident, commanding adult persona is a sham, a façade beneath which you are just a scared child.  On the plus side, so is everyone else.  Oh, and there is no God, and no afterlife.

This world may not seem very appealing (much like the world that Neo awakes in outside The Matrix, which is generally very depressing, and with significantly worse food), but it does have one major benefit, it is the truth (or at least closer to the truth than the Blue Pill World). It is a world where what we want to believe is stripped away, and a model of the world that we should believe is presented.

Why is there such a difference between the Red Pill World and the Blue Pill World? Indeed, why do we want to believe the latter, if the former is closer to reality?  To understand, we need to go further down the rabbit hole.