Christ Himself is our inheritance

Numbers 36:7 (ESV)
The inheritance of the people of Israel shall not be transferred from one tribe to another, for every one of the people of Israel shall hold on to the inheritance of the tribe of his fathers.

Inheritance of the people of Israel shall not be transferred from one tribe to another. God was going to give Israel the promised land as an eternal inheritance to them. And this inheritance would be divided into parts as He saw fit, and given to the tribes of Israel as unique and special gifts for each. The inheritance was specially made and prepared for each tribe, that God may get unique glory out of each, through the joys and burdens that are individual to the tribe. Therefore, it was impossible that inheritances, which were distinct to each, be transferred from tribe to tribe. What was given for a tribe, would remain that tribe's forever, as it was made only for them, and no one else.

Likewise is the inheritance that God has given to each of us who believe. God has granted to us each unique gifts, suffering, calling, work, burden and weaknesses that were especially designed for us. Just as God makes each of our facial features different and our thumbprints distinct, God has made each of our souls special and the lives we are to live different. We cannot look to others' lives and calling, comparing with them, wishing we could live their lives, or wondering why they don't do the same way as we do. This is the mistake that Peter made, being inquisitive about John's calling:
John 21:20-22 (ESV)
Peter turned and saw the disciple whom Jesus loved following them, the one who had been reclining at table close to him and had said, "Lord, who is it that is going to betray you?" [21] When Peter saw him, he said to Jesus, "Lord, what about this man?" [22] Jesus said to him, "If it is my will that he remain until I come, what is that to you? You follow me!"

Other's lives are really none of our business, because God has given us each work to do. There there is barely enough time to finish our own work, let alone compare ourselves with others. How many of us Christians look at those 'superstar' Christians who have done so much for the Lord, and look at our own lives, and wail and how much we are not being used of the Lord. It is good to be challenged, but if that is all we are doing, we are surely wasting our time. Whatever small talents we have, God has given them to us, that we may do business with them, and give glory to God as much we can. God cares not for the quantity of our achievements. He only cares whether we did something with what we have. He cares for our faithfulness, not for the amount of results. See how Christ scolds the servant who did nothing with the one talent that he had:
Matthew 25:23, 26-27 (ESV)
His master said to him, ''Well done, good and faithful servant. You have been faithful over a little; I will set you over much. Enter into the joy of your master.'' [26] But his master answered him, ''You wicked and slothful servant! You knew that I reap where I have not sown and gather where I scattered no seed? [27] Then you ought to have invested my money with the bankers, and at my coming I should have received what was my own with interest.

And infinitely more vain it is when we compare our lives with unbelievers'. When we look at the unbelievers, and see how little riches and happiness that we have compared to them, and we become envious and ask 'Why don't I have what they have?', we are being truly foolish, and we bring upon ourselves great sin. We don't realize that riches, happiness, and trouble-free lives are the portion that God has given to the wicked in this world:
Psalm 17:13-14 (ESV)
Arise, O LORD! Confront him, subdue him! Deliver my soul from the wicked by your sword, [14] from men by your hand, O LORD, from men of the world whose portion is in this life. You fill their womb with treasure; they are satisfied with children, and they leave their abundance to their infants.
We don't realize suffering with Christ is the inheritance that God has given for His children in this life, that we may be glorified with Christ in the next:
Romans 8:16-17 (ESV)
The Spirit himself bears witness with our spirit that we are children of God, [17] and if children, then heirs-heirs of God and fellow heirs with Christ, provided we suffer with him in order that we may also be glorified with him.

Let us not envy others, or desire the portion that God has given them, for in doing so we despise the good inheritance that He has given to us. Imagine if it was Christmas, and you had bought gifts that had been custom-made for your two best friends. The gifts have each your friends' names engraved on them, coupled with messages that had been specially written for each friend. But imagine if you have given the gifts, but one friend despised your gift, and became jealous of the gift you have given to the other. How would you feel? You would feel pretty offended. You would to to lengths to explain to him that the gift had been specially made just for him. You would explain to him how much thought and effort had gone in to make that gift. You would point out the name that you engraved on it. You will sweat trying explain to him how the other gift does not suit him at all, and why the his gift also will not suit the other friend. Would not this be how God feels for us, when are envious of other people's lives or gifts? We realize not that others' lives do not fit us at all. Now we may not know what is the best gift we could give to our friends, but God knows what is the best gift for us, for He is our Maker. He gives some a lot of faith, while he gives some small faith. He gives some vast knowledge, while he gives some little. It is up to God, who gives us the best gifts, while withholding for us what is harmful, useless and burdensome. Let us be content at the special love that he gives to each of us, even the smallest of us. Let us be satisfied with what we have, for God treats us as individuals, and each has his own gift and part in the body of Christ and in the world.

For every one of the people of Israel shall hold on to the inheritance of the tribe of his fathers. The word 'hold on to' here means:
'cling or adhere; figuratively to catch by pursuit:--abide, fast, cleave (fast together), follow close (hard, after), be joined (together), keep (fast), overtake, pursue hard, stick, take.'
What is the inheritance that Christians are to cling unto or adhere to? What is it that we are to catch by pursuit, to cleave unto to follow after? Paul gives us the answer:
1 Timothy 6:11-12 (ESV)
But as for you, O man of God, flee these things. Pursue righteousness, godliness, faith, love, steadfastness, gentleness. [12] Fight the good fight of the faith. Take hold of the eternal life to which you were called and about which you made the good confession in the presence of many witnesses.

We are to cling to and follow after and hold on to eternal life, to which we have been called to, and all the righteousness and goodness that pertains to this life. Yes, we have this life in us now, and it is ours already according to God's promise, but we are to hold and cleave unto it as though we can lose it. Not that we can lose it, but we hold fast onto it because it is precious, and Christ died to give it to us. We must remember that our eternal life is kept by God, indeed, but this keeping is not done by our hands being stagnant, but it is kept through our living faith - that actively treasures Christ above all things and rejects everything else, that which presses on to make Christ and our resurrection ours, and that which presses forward to the end of our faith, our salvation:
Philippians 3:8-14 (ESV)
Indeed, I count everything as loss because of the surpassing worth of knowing Christ Jesus my Lord. For his sake I have suffered the loss of all things and count them as rubbish, in order that I may gain Christ [9] and be found in him, not having a righteousness of my own that comes from the law, but that which comes through faith in Christ, the righteousness from God that depends on faith- [10] that I may know him and the power of his resurrection, and may share his sufferings, becoming like him in his death, [11] that by any means possible I may attain the resurrection from the dead. [12] Not that I have already obtained this or am already perfect, but I press on to make it my own, because Christ Jesus has made me his own. [13] Brothers, I do not consider that I have made it my own. But one thing I do: forgetting what lies behind and straining forward to what lies ahead, [14] I press on toward the goal for the prize of the upward call of God in Christ Jesus.

As Paul says above, we are not to consider ourselves as already having reached salvation, or already having been made perfect, but we are to consider ourselves, as it were, in a marathon, looking and running forward to the salvation that will be revealed to us at the appearing of Jesus Christ. We, though we know that God will keep us unto the Day of Judgment, must hold on to our salvation as though we can lose it, and fear as though once we let it go out of our hand we may lose it forever. We must see ourselves as though we are hanging on from a cliff with Christ holding us with the rope of faith. We can't let go. Faith that does not do anything is dead faith. True faith actively clings on, pursues, and strives violently to hold on to the hope of life that has been given to him. It is those that violently climbs up the rope that inherit the Kingdom of God:
Matthew 11:12 (ESV)
From the days of John the Baptist until now the kingdom of heaven has suffered violence, and the violent take it by force.

We do well also to remember that our eternal life is not a 'thing', but is a Person. Jesus Christ is our eternal life. He is our Inheritance whom we must cling and cleave unto:
Acts 11:23 (KJV)
Who, when he came, and had seen the grace of God, was glad, and exhorted them all, that with purpose of heart they would cleave unto the Lord.
We are to hold on to our Lord as though we could lose Him forever if we let Him go. We are to guard, nurture and keep our relationship with Christ, more than we do our relationship with our spouses, family or friends. We work so hard to preserve our relationship with people, in fear that we may lose them, but why don't give the same effort to our relationship with Christ? We must not take our relationship with Christ for granted. And we remember that the goal of our clinging on to Christ is that we may inherit Christ, that we may have Him and know Him, for His sake. We don't want anything from Him, as though He is some means to an end. He is the means and He is the end. What is eternal life, if we don't have Christ? He is our treasure, He is our heaven and He is our life. Let us pray that God pour out His Spirit on us, for no other end but that we may know Christ. This is our highest and most important calling:
John 17:3 (ESV)
And this is eternal life, that they know you the only true God, and Jesus Christ whom you have sent.