This theme may sound like a syrupy hymn or song, but it rings true regardless: Jesus knows; Jesus knows what we're going through. It may seem unreal or unreasonable if others heard it, but not so when the Father hears it from us. And in the person of Jesus, God knows firsthand by experience what we're going through. Even if the precise experience differs, the nature of the experience does not.
Of course in our experience sin is involved. Who can say they have no sin in a given trouble they are encountering? Jesus was the only one on the face of the earth who could always say that, though he was tempted in every way, and suffered in many ways, surely. If we're aware of sin, then we need to confess it to God, and to another, if we've openly sinned against them.
With Jesus' knowledge comes Jesus' help, we read in the book of Hebrews. Since he suffered he is able to help any who are suffering. We can trust God in Christ to see us through. It is a help that goes beyond words and knowledge, as important and helpful as that is from God. It is a help that is alongside us by the Spirit, and a help we can find in fellowship with God's people as those who are members of Christ's Body.
I sometimes especially need this myself when the weight of what I'm going through seems too much to bear. These are times when we especially need to come to God through Christ, looking to God for the help that he alone can give. When all hope seems gone this is when our real hope can be found: not in ourselves, but in God through Jesus.