It is easy to understand that everything is connected. Just a matter of perception, I guess. If you stand on the beach, you will experience the ocean as waves crashing independently of each other onto the shore. It would be foolish to assume that because there are individual waves, the waves are not part of the same ocean. In exactly the same way, life happens in many different "waves," but everything is part of the same ocean.
In other words, you can't have yourself without everything else. There has to be a distinction. So yes YOU experience the world, but if the world wasn't here, there would be nothing to experience.
So cheer up! Everything is working together and you are the universe experiencing itself!