Get investing in Stocks as early as possible with a buy and hold strategy for companies you believe in.
Sex isn't worth the pedestal it's often placed on.
FOMO (Fear of missing out) is a life killer. You'll never be able to do all the cool things all the time.
Find a mentor.
I think it varies by age and by forum. Old people are probably less excited about sex than younger ones. In addition, HN and similar forums have a selection bias thing going on; people who really really like sex and have it as a focal point of their lives probably don't spend a lot of time here.
If you spend time here (I think the link is SFW, but if you have a very paranoid work wait): http://www.goodlookingloser.com you'll probably get a different impression.
I've also heard sex compared to water: If you're getting all you want, it's not very important-seeming or noticeable, but if you aren't, it rapidly becomes very important.
(There are of course ways sex isn't like water; you don't need to point them out in the responses.)
In my particular case it really fucked me up. Raging hormones, poorly socialized, no support network, bad luck, poor communication, and shitty judgement. Yay, puberty.
In general chasing sex for its own sake can be destructive.
That said if you come from an unbroken family, have a network of good relationships, and have learned to have a healthy attitude towards sex... then you're golden.