If you find yourself sitting on a beach, on an east coast, somewhere near the equator, watching the sunset, you can clearly see how the sun is sinking under the horizon. However, this is an illusion. The sun isn’t sinking. The sun isn't moving. The earth is turning.
You know that the sun is not moving. You know it because this is something you have learned, but this does not change your experience. You can clearly see, with your own two eyes, that the sun is moving.
Similarly, you may feel miserable because nothing is going your way. You may feel that you are a looser and that you have nothing to live for. This is also an illusion. You are all set. You have all you need. In fact, you might even be rich. You have a house, food in the fridge and friends. You know this. You have read tons of books on psychology, you have a therapist and you eat Prozac pills, but this doesn’t change anything right now, you feel unhappy anyway about your miserable life situation.