When a person is meditating on the exile of the Shekhinah in regard to the Divine and in regard to the individual, it is also appropriate for him to think of his own private exile of the Shekhinah, his own troubles and distance from God.
Every sadness, every tragedy, has within it the exile of the Shekhinah.
Every trouble that a human being suffers is part of the world's imperfection.
During kiddush levanah (the sanctification of the new moon), we ask God to rectify the imperfection of the moon, because that imperfection corresponds to the world's innate incompleteness.
When a person feels his own private suffering, he should associate it with the greater context of the exile of the Shekhinah.
At the moment that his private suffering becomes a part of the universal exile of the Shekhinah, he achieves rectification; this is an intellectual experience.
At the same time, when a person's suffering ceases to be his private affair and is transformed into a part of the universal suffering, an emotional change also takes place.
A person can pray.
As long as he remains focused on himself and his own needs, demanding, "Give! Give! I need such and such!", his every request is judged on the question: Does he deserve it or not?
But when a person says, "Master of the Universe, something is missing in Your world and therefore suffering exists. The Shekhinah is in exile, and we need help!", that is no longer his private affair.
And when his affairs are those of the Shekhinah, when his suffering is the suffering of the Shekhinah, then that is the proper time to weep over his private distress, as well.
–Rabbi Adin Steinsaltz
From Learning from the Tanya, p. 275, by Rabbi Adin Steinsaltz