Why the honeymoon doesn't last

How does a believers walk with God change after that initial honeymoon period when they first came to Christ?

Not long after becoming a believer things actually get harder for most believers. In some cases much harder.

Why is this? Doesn't God promise great or greater circumstancial blessings in a believers life when we walk with him? Yet life often gets harder not easier. Why?

Because the greatest blessings God promises are spiritual, not circumstantial (He doesn't promise there will be no "bumps in the road,") financial (good money), or physical (good health).

The ¹main blessing he wants to give us is a deeper relationship with him - who is life itself and giver of all things. This blessing is spiritual because it strengthens our dependence, walk, and joy in Him. To the extent we pursue Him in this way is the extent we may also experience circumstancial blessings as well. 

He seeks to wean us from the

¹pleasures of this world and our dependence on them - not necessarily give us more of them. He does this so we might grow deep spiritual roots into him and find Him our greatest joy, ¹instead of created things.

For things to get better (in Him) they often must 1st get worse (in life). Or as Christ said, "to live we must die." 

We must be weaned from ¹that which keeps us from the best thing - God himself, and a closer walk with Him - not grant us pleasant or comfortable circumstances.

The following quote by John Newton (author of the song "Amazing Grace") captures the essence of this in the following quote.

"Everything is needful that He sends. Nothing can be meaningful that He withholds."

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Footnotes:

¹It is not that he doesn't want us to enjoy and appreciate his creation. He absolutely does. But when the pursuit of the pleasures in this life become greater than our pleasure in God, we actually lose in the long run and miss out on the greatest pleasure of all; knowing and walking with God. 

The best thing God can do for us is deepen our walk with him and our joy in Him, not necessarily make our circumstances better or easier.