God isn't in the business of improving you but of replacing you - with the life Jesus Christ. In-and-of yourself, you suck. Badly. We all do. Apart from God, we're all incorrigibly selfish and sinful and worthy of death.
Romans 3:10 (NASB)
10 as it is written, "There is none righteous, not even one..."
Romans 3:23 (NASB)
23 for all have sinned and fall short of the glory of God,
Ephesians 2:1-3 (NASB)
1 ...you were dead in your trespasses and sins,
2 in which you formerly walked according to the course of this world, according to the prince of the power of the air, of the spirit that is now working in the sons of disobedience.
3 Among them we too all formerly lived in the lusts of our flesh, indulging the desires of the flesh and of the mind, and were by nature children of wrath, even as the rest.
Titus 3:3 (NASB)
3 For we also once were foolish ourselves, disobedient, deceived, enslaved to various lusts and pleasures, spending our life in malice and envy, hateful, hating one another.
Romans 8:7-8 (NASB)
7 ...the mind set on the flesh is hostile toward God; for it does not subject itself to the law of God, for it is not even able to do so,
8 and those who are in the flesh cannot please God.
The Good News of the Gospel is that God has done something about our awfulness. He's made a way for us all to be free of our self-centeredness and sin and live in the manner for which He made us. But that way involves an exchange: Our sinful, selfish life for a new life in Jesus Christ.
2 Corinthians 5:17 (NASB)
17 Therefore if anyone is in Christ, he is a new creature; the old things passed away; behold, new things have come.
1 Corinthians 6:19-20 (NASB)
19 Or do you not know that your body is a temple of the Holy Spirit who is in you, whom you have from God, and that you are not your own?
20 For you have been bought with a price: therefore glorify God in your body.
Colossians 3:3 (NASB)
3 For you have died and your life is hidden with Christ in God.
So, what God wants to do in each of us is a fundamental change in who we are, bringing us into a life centered upon Him rather than ourselves. This is actually the life for which we were made.
"Only one life,
'Twill soon be past.
Only what's done for Christ will last."
Not only are our lives on earth comparatively short, but the earth itself is temporary. It will one day be entirely replaced and all of Man's achievements, all the art, poetry, technology, cities and history of humanity, will be dissolved. In what, then, ought we to invest our lives? In things that will one day be utterly annihilated and forgotten, or in the higher, eternal things of God?
2 Peter 3:10-12 (NASB)
10 But the day of the Lord will come like a thief, in which the heavens will pass away with a roar and the elements will be destroyed with intense heat, and the earth and its works will be burned up.
11 Since all these things are to be destroyed in this way, what sort of people ought you to be in holy conduct and godliness,
12 looking for and hastening the coming of the day of God, because of which the heavens will be destroyed by burning, and the elements will melt with intense heat!
We gotta' eat, though, right? We need a place to call home, and healthy bodies - if we can make them so - and rest. God made us to marry, and procreate, and raise the next generation of people; He made us capable of humor, and the appreciation of great stories, to wonder at the beauty of Nature, the stars, and snow-capped mountains, and lacy snowflakes. Are we supposed to ignore all these good things in the world God has made and live as emaciated ascetics in a monastery? No. Consider the apostle Paul's instruction to his protege, Timothy:
1 Timothy 6:17-19 (NASB)
17 Instruct those who are rich in this present world not to be conceited or to fix their hope on the uncertainty of riches, but on God, who richly supplies us with all things to enjoy.
18 Instruct them to do good, to be rich in good works, to be generous and ready to share,
19 storing up for themselves the treasure of a good foundation for the future, so that they may take hold of that which is life indeed.
God has made us as we are, capable of enjoying food, and sex, and humor, and beauty, and creating things, and intends we should do so. But in the enjoyment of these things, we ought never to grow occupied with them such that we neglect, or forget, that everything in this world is fleeting, temporary, and will one day be utterly erased from existence. The only things that will continue on are God's Truth and people. And so, we are above all (though, not to the exclusion of everything else) to invest ourselves in the things that God says are truly important, that are eternal.
So, go to the gym, travel, earn a good living, educate yourself. But before and above these things, directing and constraining you in them, is your relationship with God and His eternal priorities.
God intends you should be His "vessel" fit for His use, prepared unto every good work" that He will set you to do. (2 Timothy 2:21) Being physically capable of going and doing what He wants you to do is important, but having a six-pack, or 20-inch biceps, or being able to run a marathon are not high on God's list of priorities. Certainly, He couldn't care less about Stoicism, or the stock market, or whether or not you can kick someone in the face. He has much more challenging and important things for you to take up like "wrestling against principalities and powers, against spiritual wickedness in high places" (Ephesians 6:10-13), being the Light of God to a world of people dying unrepentant in their sins and going to hell (Matthew 28:19-20; Mark 16:15), loving the unlovely, bringing up a family in the nurture and admonition of the Lord (Matthew 5:43-46; Ephesians 6:4). This is what it is to be a man, a godly man, as far as God is concerned.
Is it selfish to practice a martial art, or fuss about your physique, or nurture the mind of a Stoic? It certainly can be. Insofar as these things hinder becoming the man God made you to be, they are sin. I don't mean by this that in-and-of-themselves they are necessarily immoral, only that investing in such things at the expense of being God-centered makes them wrong.
God was at the beginning of your life, bringing you into existence; He sustains your existence at every moment, all through your life here on earth; and He waits for you at the end of your earthly life as its culmination. He is your Alpha and Omega; your Beginning and End. In a very literal, very real, sense your life is all about Him. He made you, not for Time, but for Eternity - an Eternity with Himself, the Ground of All Reality and Truth, the Source of your very being. And so, how ought these facts to shape how you live? If they are true, there is nothing else that comes anywhere close in importance to them. All else ought, if these things are so, to be ordered under and in accord with the One who made you and maintains your existence at every moment.
Revelation 1:12-18 (NASB)
12 Then I turned to see the voice that was speaking with me. And having turned I saw seven golden lampstands;
13 and in the middle of the lampstands I saw one like a son of man, clothed in a robe reaching to the feet, and girded across His chest with a golden sash.
14 His head and His hair were white like white wool, like snow; and His eyes were like a flame of fire.
15 His feet were like burnished bronze, when it has been made to glow in a furnace, and His voice was like the sound of many waters.
16 In His right hand He held seven stars, and out of His mouth came a sharp two-edged sword; and His face was like the sun shining in its strength.
17 When I saw Him, I fell at His feet like a dead man. And He placed His right hand on me, saying, "Do not be afraid; I am the first and the last,
18 and the living One; and I was dead, and behold, I am alive forevermore, and I have the keys of death and of Hades.
Romans 14:11-12 (NASB)
11 For it is written, "AS I LIVE, SAYS THE LORD, EVERY KNEE SHALL BOW TO ME, AND EVERY TONGUE SHALL GIVE PRAISE TO GOD."
12 So then each one of us will give an account of himself to God.