I have to prevent myself from going down these paths as well:
Sometimes, I feel a bit sorry for myself. At first, it feels quite good to indulge in it, but after a few minutes it starts to feel like shit. Because then the ‘story’ in my head that goes with the feelings will start up – the one that begins with words like ‘if only’ and ‘what if I’d’ or ‘why didn’t I’ and which all boil down to a fairly core position: Why me?
I once heard someone say that whenever he thinks “why me” he will then consider “why not me.” Somehow that shift in perspective seems to help.