Why is my life so hard?

This is not me being an unnecessarily emotional teenager. The world is not about to end and I'm not about to go painting my nails black. 

There is lots of hints that tell us that the world we perceive isn't entirely accurate. Take for example the saying that most everyone can relate to:

The grass is always greener on the other side.
— Man on the Internet, 2014

The investigative wizards at Freakonomics, charged with exploring "the hidden side of everything" (which either makes them a magician's best friend or worst nightmare) decided to investigate why it appears that so many around us are having such an easy time of things while we have to struggle. 

The answer — which they identify as the "tailwind headwind asymmetry" — is things that make life more challenging garner lots of attention while things that make our lives easier (like, say, living in a democracy with freedom of expression and a very low child mortality rate) fade quickly into the background. 

They also discuss a number of important cognitive biases and suggest useful ways of getting around them.

You can listen to the episode below:

Alternatively, you could just follow the advice from The Hitchhiker's Guide to the Galaxy and change your perception by changing your vocabulary:

It is of course perfectly natural to assume that everyone else is having a far more exciting time than you. Human beings, for instance, have a phrase that describes this phenomenon, ‘The other man’s grass is always greener.’ The Shaltanac race of Broopkidren 13 had a similar phrase, but since their planet is somewhat eccentric, botanically speaking, the best they could manage was, ‘The other Shaltanac’s joopleberry shrub is always a more mauvy shade of pinky-russet.’ And so the expression soon fell into disuse, and the Shaltanacs had little option but to become terribly happy and contented with their lot, much to the surprise of everyone else in the Galaxy who had not realized that the best way not to be unhappy is not to have a word for it.
— Douglas Adams