If you're completely focused on feeling bad about your own problems and complaints, you're feeling self-pity. Your self-pity can make it hard to appreciate that other people face more serious troubles than you do.
When you feel sorry for yourself, or overly sad about the difficulties you face, you're indulging in self-pity. It's often easier to identify self-pity in other people than in yourself, partly because your own self-pity keeps your attention focused inward. Before the 17th century, pity and piety meant the same thing, "compassion, care, or tenderness." Today piety means "religious reverence."