It is not wrong to express your sadness. It is normal to have this feeling. Every people will feel this. When you feel very hard to share with people, there is Allah the ultimate listener. It is not a fault when you feel sad. Its about to admit that you need Allah's love and His guide, that we are very weak servant, no willpower and have no reason to feel we are good enough.
Allah's kindness is very near to us. He hears all and answers our supplications. Its is we who are full of shortcomings, and we so badly need to be persistent in our supplications. Boredom and hopelessness should never cause us to stop invoking Allah; nor should of us say: I prayed yet i have not been answered. Instead we should press our heads humbly on the ground and beg for help from Allah.
Patience, gratitude and trust in Allah. This is the nature of life, and this is the human condition =)
La takhaf wa La tahzan,