Talking them out with others often helps. Let them know you do not want or necessarily need advice.
All feelings are valid and acceptable.
You just need to have someone listen to you. Ask for constructive feedback if you want it. If you have a support group or job club in your area, do not hesitate to attend. It can provide you with much needed nonjudgmental support from others going through the same things. You may also find valuable tips, job leads, and an opportunity to network and get new ideas.