Why am I going through this? What is the purpose? It may be so we can know God better. Sometimes the only way He can get our attention is to take us through stuff that makes us turn to Him. Maybe He takes us through stuff so we can help someone else.
Whatever your situation, go to God with it. When we pray, we talk to God. When we get in his word, He talks to us. The answers are there.
Therefore we do not lose heart. Though outwardly we are wasting away, yet inwardly we are being renewed day by day. For our light and momentary troubles are achieving for us an eternal glory that far outweighs them all. So we fix our eyes not on what is seen, but on what is unseen, since what is seen is temporary, but what is unseen is eternal. 2 Corinthians 4:16-18 (NIV)