Joel leaving Midge for Penny, from Midge's perspective: she loves him so much, she did everything a wife was expected to do to snare and keep her husband happy from the viewpoint of her time, she was funny and threw parties, she kept in shape, she enjoyed having sex with him and experimented, she even supported his ambition for comedy.
It gets worse when you understand how close she is to her parents, to turn to them for comfort only for them to make her pain all about them and her supposed failure just has to hurt. Remember, this is the 1950s when different values were expected of women.
Susie and Midge talk about their families in one episode; in contrast to Midge's loving and functional (if argumentative) family, Susie has two brothers who are "assholes", a sister she gets along with but is married to an asshole (again her words), her father left the family and is an asshole and her mother is great but works a dead-end job and talks about how she came in 3rd in a beauty contest, then gets drunk singing "Danny Boy". Midge's family may be a tad smothering and critical but it's clear her parents genuinely care about their children (even to the point of Midge's mom forcing her to give up cheerleading so her breasts wouldn't sag) while Susie's parents checked out.
This gets worse when we actually get to meet Susie's family in season 2 and we find out just how much of that rings true.
Midge realizing her path through the season and fulfilling it in the last episode: choosing her comedy career and ambitions over family, friends and dating relationships, which will eventually leave her personally and romantically alone. Joel and Declan lampshade the decision when talking with her, and in the finale Midge pensively watches Lenny Bruce sing a song relating to the circumstance (a song the real Lenny Bruce actually sang on the Steve Allen shownote Though they fudged the timeline a bit). She goes back and forth with Joel over pursuing comedy and being separated or giving up comedy and being with him, misses Imogene's baby shower while on her first standup tour, and ignores her potential engagement to Benjamin, with her father's approval of Benjamin's proposal to go on a six-month tour with Shy Baldwin. By the end of the season Midge appears to be at peace with her decision, although she's still nervous about what her career will bring.