"Losing your life for Christ" (Jn. 8.24) does not mean you join his army and get yourself killed. It means you go through an identity crisis.
You give up things that used to define you, perhaps some things you thought you never could or would give up. You take on a new top priority in life--to SYNC with Christ--and you reorient your whole life to that. The result is a new identity, a new you.