Is it normal that seeing successful celebrities my age or younger makes me sad?

You have to understand that entire world of being a celebrity is as competitive and demanding as anything else. Tons of people try their hearts out to make it big in acting, music, sports, entertainment, whatever. But only a very small fraction of the people who try those things actually get to do them as a profession, or as their main source of income. Even fewer people ever become famous or reach the level of celebrity. And it's all a fickle business. You can try all you want, but sometimes it just comes down to luck, even being in the right place at the right time. There are tons of "talented" people out there in pretty much anything, only a small fraction of them get to keep doing what they love as a job, even fewer become famous. Work hard in college, be motivated, pursue a promising major that you find interesting and enjoyable, and you are pretty much guaranteed a good job and a good life down the road. You just don't have that same kind of guarantee in any other field or area apart from school. There have been lots of stories of people quitting their education and just devoting all their time and energy into "being the next big thing" as an actor, athlete, artist, musician, even as an entrepreneur. And then later when they realized they were never going to be successful in whatever they dreamed of becoming famous in, they slipped into depression because they had nothing to fall back on. When you look at celebrities you're looking at the rare success stories, like about 5% of everyone who ever tried, but you aren't looking at everyone who gave it their best shot and didn't make it.

Half of them will be washed up in 5 years or so. A couple will be dead at 27. (The 27 club). Don't waste your time with envy.

Do you think they got there through luck?
Most I know of started going to gymnastics, dance, acting etc. classes when you were playing with dollies.
Many didn't have childhoods, just hour after hour of tedious study and workouts. Voice training, beauty pageants, community playhouses. Learning to play an instrument and read music. Many became more accomplished performers than some celebrities ever do, by ten or twelve.
If you'd dedicated your youth to that, it could be you in the limelight, but would you really trade your youth for theirs?
Apples and oranges; stop beating yourself up because you didn't grow up as they did.
I'm sure you are in a much more healthy place psychologically than most of them, and you sure wont become a 'has been' at 20 or so, as the majority do.