I have celiac disease, which is an autoimmune disorder -- eating gluten harms the villi in my small intestine. The villi allow us to absorb nutrients from our food -- if the villi are messed up, all kinds of problems can ensue, like low Vitamin D (LiberryLady!), low iron, other autoimmune disorders (like rheumatoid arthritis and lupus), thyroid issues, and increased likelihood of certain types of cancer. Yippee.
Unlike possibilities, I didn't feel a lot different when I had to drop gluten. So I have all the social difficulties and planning hassles without the "Whoo! I feel good!"ness of it. My migraines are fewer and less painful, so that's wonderful, anyway.
I think one of the worst things is the lack of spontaneity and the planning required. Anytime I'm going somewhere I don't know well, I have to spend time online trying to figure out where I'll be able to eat safely. If I'm going away for a weekend, this takes a good 3 hours at least. How long is the trip? Where might we be when it's time to eat? I usually have a map with GF possibilities listed. I can't hop in a car and stop anywhere that looks good along the way, and I can't just trust that a place that says, "Sure, we have a gluten-free menu!" can feed me safely; I have to check reviews and sometimes call places to ask questions. It straight-up sucks.
When I do eat somewhere else (including parties and family get-togethers), I have to ask questions about the ingredients and the preparation. Regardless of the answers, I worry that my food was cross-contaminated in preparation. If I'm out running errands and I decide to chance getting a GF meal somewhere that's worked out before, I'm worried that I'll get sick and not be able to make it home to be sick in relative safety, privacy, and comfort, and then that I won't be able to pick up my kid that day, or do something I wanted to do that evening or the next day because I'll still feel like crap. If I've hit 6 - 8 hours or so since eating the chancy meal, I decide with relief that I'm probably once again out of the woods and I won't be sick. It's not the most comfortable way to live.
Another thing that annoys me are the people who say "At least it isn't cancer!" Yeah, cancer is worse, but this is a life-changing diagnosis as well, and it's for the rest of my life unless there's some kind of significant and unexpected change in the science. They're working on a pill that could cause gluten to pass safely through the small intestine without damaging it, but they generally say it won't be a substitute for a gluten free diet.
Regarding lactose, I don't think that's as bad to give up as gluten. Lactaid milk tastes pretty much like normal milk (and you can use it in recipes), most hard cheeses (like cheddar) are naturally lactose free, and you can take a Lactaid pill if you want to eat something with a bit of lactose in it. A dairy allergy would be a big pain to deal with. But lactose? Easy-ish, as these things go.
Sorry, probably more than you were asking for.