In James 5:16, James says, "Confess your trespasses to one another, and pray for one another that you may be healed. The effective, fervent prayer of the righteous man avails much."
God knows us very well. And he also knows that times will sometimes be difficult for us. Luckily, we're not alone. And we have so many fellow brothers and sisters in Christ that we can talk to about things. And sometimes, in talking about our problems with others or listening to another brother or sister's struggles, we can be a huge help to that person. Later on in that same chapter, James goes on to say:
"Brethren, if anyone among you wanders from the truth, and someone turns him back, let him know that he who turns a sinner from the error of his way will save a soul from death and cover a multitude of sins."
It's very important that we don't just keep things to ourselves. It's always to overcome struggles on our own. Take advantage of the relationships you have with other Christians and Pray for each another.