Short form: I happen to not be one of the chosen ones. If you were in that situation what would you do or feel? What is a Gentile to do?
Long form: I have been reading and studying a lot about Judaism, and reading various questions here. It so happens that I am not Jewish. Based on my readings (from Stackexchange and elsewhere) over the years, one cannot help but feel a sense of inferiority since we don't have a special relationship with g-d, and are not the chosen ones.
Unfortunately, there is nothing I can do since I was born this way. One cannot help whom you are born to. I wonder what a devout Jew would answer to the following question: Suppose that you were not born into a Jewish family, what would you do? Is it fair that some people are chosen and others are not? Why did g-d not choose to make me one of his chosen ones?