The pressure for people to complete certain "typical" life events at a specific time in their life is something that most millennials are familiar with. No matter how much you may tell yourself that you don't need to be concerned with what other people are doing, it's hard not to give in to comparison from time to time, especially if another person is succeeding at things at a much faster rate than you.
For example, our grandparents or even our parents were told that it was perfectly acceptable and even more common/more desirable to get married young (perhaps between the ages of 18-24, what people would consider young today). Nowadays it's more uncommon for people to marry someone between those ages, and while it does still happen it is less likely to garner an overwhelming positive response from people. More often it is seen as acceptable today to get married between the ages of 24-29, as the average age in this country for marriage is somewhere in that range. Many young people, especially young women, are told that from the ages of 18-24 that they should be seeking out that life-long partner, then marry between the ages of 24-29, and after marriage begin to have kids. This is one example of a timeline, so to speak, that is considered the "norm" and is generally accepted by society. For those people who are in their twenties and aren't following this specific timeline (i.e. have never had a romantic partner/don't want one, get married younger, get married older, etc.) this expected timeline can make you feel as though you're failing or falling behind.
Young people are also conditioned to think that at a certain point in their life they are supposed to have everything figured out; they are to have a career started, a place to live that isn't just a former frat house or a crappy studio apartment, and continue to be successful in their field. So many people switch from job to job, often changing the fields altogether. Most people don't have a successful career path until much later in their lives, yet young people are constantly ridiculed for not meeting a certain quota. I'm not talking about sitting around with no job and no motivation, but the pressure to have a long-lasting, successful career so early in life is frankly almost impossible, unless you're really lucky or know people in high places.
In regards to every age, we all feel this need to compare all the time. No matter how we work on this, it is a natural human act to feel even a little jealousy over someone else's successes. It may begin to feel like this, because someone else got the job you wanted and you are supposed to be at that level as well. After all, they're around your age; what have they done that you haven't? You begin to think you must be doing something wrong, or that you're not good enough. But trust me, everyone is on their own journey. It is not a race. It does not reflect your work ethic or how much you want something. Their time has come. Yours hasn't, but that doesn't mean it never will. Be patient.
"Be patient" I think is the best advice to take from this. I'm still learning myself not to look at the things other people my age are doing and wonder why I'm so behind. I have to remember that I'm not behind at all, I'm just on a separate journey than they are. My time will come. So will yours.