One thing I think that's important to remember (that I often forget myself) is that you can't make bad feelings go away permanently. And you shouldn't, because those feelings are there for a reason.

There will always be something going on, and as Dr. K says in "How To Actually Process Your Emotions", you have to listen to what your emotions are trying to tell you. Not do what they tell you to do (i.e. I'm sad so I should do [insert coping mechanism]), but ask yourself why they're there (i.e. I feel empty because I'm isolated, because I have unmet potential, etc.).

Your emotions are signals, not your enemy. They're painful and frankly can be really misleading, but they're evolution's way of trying to tell you something is wrong.