Sometimes praying for God to take burdens away or asking for relief feels selfish or ungrateful. Others have it much worse or go through harder circumstances, and I try not to compare overall but it’s hard when I’m wondering if I’m doing it all right, you know? I’m young and struggling on my own in general. I’m single and lonely, trying not to idolize marriage or circumstantial change to make me happy. Sometimes I feel like crawling into a hole and sleeping the day away or have thoughts that would harm myself or just not be good for me (not eating, indulging in substances like alcohol to numb it, etc.) and I fight those with prayer. Thankfully I’m blessed with a strong sense of self control 
That fruit alone is comforting to me as I know it means I’m growing and walking with God. But if I try to ask God for relief from stress, sometimes I feel like I’m not allowed to - maybe he’s teaching me something, and praying it away seems ignorant; maybe it’s a consequence of my own sin, and praying it away seems selfish; maybe it’s just a trial of life, and praying it away seems ungrateful when I consider all of my blessings. I try not to fall into legalism and therefore discount Christ’s work on the cross, but in a weird way I sometimes don’t feel entitled to grace or mercy. You know… maybe the struggles are there to keep me humble, maybe it’s the thorn in my side that won’t go away, whatever it is. When people say “oh that’s not of God,” I know that in my heart but it doesn’t change the circumstances. Which is where most of my mental battle is currently. I know God wants to see me grow and thrive, but what if the very things I’m praying for relief from are directly in God’s will for me?
Flowing from that I fight depression (seasonal right now but in general I feel predisposed to it) and it just makes me feel so selfish and ungrateful that I end up forfeiting requests to God. Almost feeling like a spoiled child continually being unsatisfied or freeloading.
I’d love other believer’s weigh ins, prayer for me, advice or direction, whatever it is. I just feel lost and clinging to Jesus is all I know to do right now.