"Does God really understand what I am going through?"
"When Jesus saw [mary] weeping and saw other people wailing with her, a deep anger welled up within Him and He was deeply troubled. 'Where have you put him?' He asked. They told Him, 'Lord, come and see.' Then Jesus wept. The people who were standing nearby said, 'see how much he loved him!' But some asked, 'This man healed a blind man. Couldn't he have kep Lazarus from dying?" Jesus was still angry as He arrived at the tomb, a cave with a stone rolled across its entrance." John 11:33-38
We have a God who cares. In the story of Lazarus, we see many of Jesus' emotions - compassion, indignation, sorrow, even anger. He often expressed deep emotion and therefore we must never be afraid to reveal our true feelings to him.
He understands them because He has experienced them.
Whether you are hurting, angry, fearful, weary or feeling any other emotion, share your feelings with your Savior, and don't try to hide those feelings from him. He understands, and He cares.