When you first start trying to stay focused on the Lord, it does seem "exhausting" and no fun, even very boring, to most everyone. In fact, it can seem impossible. I know all this from personal experience. But I also know that over time, with prayer for guidance and focus, progress is made and it's more than worth it.
Keep praying to focus on the Lord and ENJOY it. The blessings are so great if you do. "Delight yourself in YHWH" aka the Lord "and He will give you the desires of your heart." Not a bad deal, huh? He's not asking you to stay focused on Him in your own strength, because you don't have it and nobody does. He's wanting you to pray to do it through HIS strength.
"He who keeps his mind stayed on me I will keep in perfect peace." Now we all need salvation not just for our souls but from enemies here and there, and from life's ongoing problems in general. "In quietness and rest is your salvation." Quietness and rest are synonymous with peace, and how do we get that peace? Keeping our minds stayed on Him.
Whatever the world's distractions, and they are endless, they are less than nothing compared to what just a few second of closeness to the Father brings. You don't have to wait to die to experience some of Heaven. If we keep our minds stayed on Him and live for Him, there can be a joy that makes wealth, money, ease, beauty, power, whatever, all look like dung by comparison. Paul talked about that.
More modern people like missionary Frank Laubach have talked about it, and lived that way, too.
I pray for you to be taught of the Lord in this regard and to know amazing joy.