You will most likely face challenges in life. If not, touché, but for most of us, there will be feats we attempt to undertake, and fail at. Or things that happen which we really didn't want to happen. Or things that don't happen when you really want them to. It is reasonable to assume this is an inevitable fact for all humans.
Because of this, one of the best skills to learn in life is getting back up when life kicks you down.
And it doesn't have to be a major thing. It can be, but major events have the aspect of "wow, this was a major thing, I really need to make a dedicated attempt at moving on" which smaller, more common misfortunes sneakily sidestep. But no matter if a loved one died, or your partner dumped you, or you relapsed, or if you didn't get into your dream academy, you must get back up sooner and later. And most of the time, you will, but training your mind to have a structured framework for getting back up is an incredibly liberating exercise once you get it down.
All of the examples I just mentioned have happened, one way or another, to me throughout my youth, and back then I was not nearly as well-adjusted or happy as I am now. This is not because I grew out of the phase where bad things happened - there's no such thing - but because I learnt to deal with loss, grief and how to get back up after I relapsed. Instead of channeling my emotions into selfhatred, shame, scratches and drunken weekends, I eventually trained myself to get back to where I was after reality kicked me out of flow. (I'll get to the exception in a moment).
I remember the first time it properly happened. I had my first high school exam, and I had done a masterful amount of prepwork... at least by my standards. Seriously, though, I was feeling great about it and actually looking forward to presenting and- I got the lowest passing grade. Now, to put this in context, my whole life I had gotten mid to high grades without putting in any effort, and always been told that if I just put in effort I could make it so much further. I was not even sad when I recieved my grade - not cuz of stoicism, but because I was so genuinely flabberghasted I did not know how to react.
As I went home, my mood gradually decreased, especially as everyone around me kept asking "what went wrong", and I continually had to supress the urge to tell them "Oh I actually put in effort this time, like you said!". But that evening, I had finally gotten to a point where I was mentally capable of comprehending the grade and the entire experience. So I ran it through again, and this time, I asked myself "What went wrong" like everyone around me had done before. And truth is? I don't know what went wrong. Even now, I don't get it. But back then it seemed pretty clear what was gonna happen now. A lifetime spent without effort was rewarded, the first time I really tried I was punished. And yet, the conclusion I came to that evening was "Eh, it was probably a one-time thing", which was an out of character level of maturity for a 15 year old boy with virtually no work discipline to present. And no, to this day I have no idea how or why I came to that conclusion back then, either.
Now, back to the whole "getting back up" thing, you may find after particularly important and/or traumatic events in life that you can't just return to everyday life. Maybe there is a new feeling in your mind that you know you can never get rid of, or maybe a part of "normal" dissapeared completely from your life. In these cases it is more important that ever to have a structure in your mind, so that when one aspect of life comes crashing down, the rest remains intact. You have to be emotionally prepared to adapt, because life doesn't wait for good times to kick you in the nads.
And this, near the end of a very long rant, is probably going to be the only time you will ever see me encourage religious-esque activity. Cuz asking yourself "what does the universe/God/Joe Roagan want me to learn from this" is plain and simply more effective than asking yourself "what can I learn from this" when you're facing something that sucks.
Humans are social creatures. Imagining the personifcation of your inner voice as a friend that wants you to be happy is a tool that shouldn't, but does, work for me. Maybe it will for you, too?
This is a pretty provokative statement. But you don't deserve to feel bad. It is not a privilege you deserve. And the sooner you accept it, the faster you'll be capable of properly take responsibility of yourslef and your life. It may be the case that your parents are fucked up and/or idiots, that you have had to experience and endure some messed up shit, that your health isn't perfect, or that you wish you looked or felt a different way. But nobody promised you that life would be easy. And if they did, then I'm sorry, but they lied. There is only degrees of imperfect lives. Your life is exactly your specific degree of imperfect. Danish poet Dan Turéll said that "it's not easy to be anyone". The only certain part of human existence is misery and death, according to buddhism. That's why you shouldn't view the adversity that will (and it will) be forced upon you in life, and the same goes for hardships and mistakes. That's what life is. If you wanted to have a life without adversity, go play Homescapes. I can feel bad for you, if you perhaps grew up in a home with alcohol abuse and mistreatment, or if you have experiences severe disease or death in your close family at a young age. I am aware that some people get a shitty hand in the great card game of life. And it's never a childs fault, no matter what they are subject to. But that doesn't mean you are going to benefit in any particular way from feeling bad for yourself. At least not for long. Maybe you're capable of taking an objective look at recent events and say "yeah, that was total horseshit", or "yeah, that was millions to one, how unlucky". That you should feel bad for yourself, just like you would for any other person who went through those events. But once you've recognised that, leave it. Because if you keep it around, it'll weaken you up. The road to pitytown is a slippery slope, and once you're there, you let go of your responsibilities.