I would say that this is one the most frequent questions that I get asked in therapy and I totally get why…if you can understand why, then you can figure out what might make you feel better right?!
Well let me start by saying that the answer to this question depends on what school of thought you're engaging in- just so you know I am writing this from a cognitive behavioural perspective (but other opinions are available!). To an extent it also depends on what you are experiencing as things like PTSD have additional layers that need to be understood. This said, I think the one thing that unites us all is a belief that the way we experience life in the here and now is impacted by the life we have had so far.
When we are conceived we are a blank piece of paper with only our primitive instinct to survive to guide us. Every experience and interaction that we have makes a mark on that paper. Some marks will get strengthened again and again over time, and others will be faint and fading traces. The stronger marks will begin to shape our core beliefs about who we are, what others are like, and how the world is going to treat us. Our natural survival instinct leads us to take threatening situations more seriously and so our mind is biased from the offset- it doesn’t care about our happiness, it only cares about our survival (thanks mind!).
These core beliefs are very important to us as they guide the way we experience things. They're often very rigid beliefs, but they can change if something significant happens to us. Our minds are clever and they makes rules up that protect us from our negative core beliefs being activated. These rules tend to guide the way we think and behave in the here and the now, for example we might have the rule ‘I must be strong otherwise others will take advantage of me’. This could lead to one refusing to ask for help and running oneself into the ground in an attempt to demonstrate ones capability in all areas of their life.
Our minds are guided by our rules so we look out for evidence that supports them- in turn making them stronger and stronger. If we are constantly on the lookout for information that supports a negative rule, or evidence that demonstrates how important it is to protect our self from exposure, it makes perfect sense that we can be left feel anxious, depressed, and quite frankly emotionally exhausted.