Clients I work with in Counselling will typically always have some grief to work with. Some clients come to specifically work on grief e.g. dealing with the death of a loved one. Through the person centred support I am able to offer in the sessions clients are able to go through a grieving process to be able to ultimately move on and let go. The work of Kubler Ross on grief can be helpful to identify the different stages you may be working with if you are going through grief of some sort.
Even if the main issue identified isn't grief there is usually grief involved in various other concerns. For example we may grieve over a relationship that has ended or in working with an abusive past we may grieve as we realise things weren't as happy as we once thought.
As painful as it can be to go through it's important to remember there is light at the end of the tunnel. The feeling of 'I just want it all to end' is very common and it can be important just to allow ourselves to be in our grief and just accept the emotions as they keep coming up. The mentality of 'soldier on' is very common in England and New Zealand cultures. This is not a mentality which gets us through grief or any other mental health concerns.
Through keeping balanced and just letting the emotions come and being supported there will eventually come a time when you will be able to move on more constructively.