Everyone's mental state is different, which has a lot to do with their growing environment and experience, so everyone's tolerance is different. It is not easy to train their psychological endurance, but as you said, it is a good way to relieve their inner sadness. You can ease your inner feelings and your negative emotions.
But how? I think you must have good friends to talk to. You can try to tell your friends about your worries, sadness and difficulties, or talk to your parents so that your parents and friends can give you some solutions or help you. And the close and reliable relationship between parents and friends will also play a comforting role and help you calm down emotionally.
If you feel embarrassed to tell your family and friends what you think, you might as well consider making a pen pal or making friends online. It's actually easier to tell the truth to these strange friends on the basis of not involving economic interests.
It is also a good way to develop the habit of keeping a diary. If you think people's mouths are not so reliable, what is more reliable than a silent diary? You can try to keep a diary when you are sad, write down your unhappiness, and look at your problems later. Maybe you will find that they are all minor problems. Moreover, you can also cultivate and train your emotional stability and calmness by writing and practicing calligraphy, which is also very helpful for patience.