Every good story has the same shape. The protagonist faces problems, things get worse before they get better, and eventually they come through - changed, usually for the better. Nobody wants to read a story without any friction. The friction is what puts the reader/ viewer at the edge and adds to the entertainment value.
What's less obvious is what position you're in when you're watching.
You're not the hero. You're the observer. And the observer has a property the hero doesn't: nothing that happens to the hero actually threatens the observer. You feel the tension but you're not in it. And because you're not in it, you automatically know it resolves. You never conclude, mid-film, that the hero is permanently finished. That would be a strange thing to conclude.
You're watching an arc.
Now consider what happens when something goes wrong in your own life. Suddenly you're the hero, inside the story, and the observer disappears. And the first thing you lose when the observer disappears is the temporal view. The problem feels permanent. That misclassification is the mistake.
The interesting thing is you already know how to not make it. Every time you watch a film you don't make it once. The observer position isn't something you need to learn. It's something you need to remember is available.
The question when something goes wrong isn't why this is happening. That question has no useful answer. The question is which of the two positions you're currently in — and whether you can move.