Ah! Another older Jonas fan! (I'm 19 as well) :)
I know exactly how you feel. Me and my younger sister are going to our first Jonas concert this summer, and it's a HUGE deal. It's basically our birthday present from our parents, and I am SO amazed and SO grateful that I'm going to be able to go, cause concerts normally just aren't in our budget.
I don't know how people can manage to travel cross-country just to see the boys, as awesome as that would be. You'd have to pay for hotels, food, and gas...my frugal mind simply cringes at the thought of it.
As for the way you feel, I think that's totally normal, actually. If you spend a long time waiting for something and then it comes and is over in one night...well no wonder you feel a little let down. I'm sure it'll pass...and hey, at least you can say you DID get to enjoy the Jonas experience at least once. :)