You should not feel sorry for yourself but then something that happens naturally to you (sometimes) and it is unavoidable; you should know a secret regarding self-pity that if it happens sometimes it is not bad! Yes, I said it right there (it removes all the negative emotions from inside you). The problem occurs if this phenomenon starts occurring often or you go into a state of self-pity for like ever!
Self- pity is A Vicious Circle
Self-pity is a state where you start feeling that you are not worthy of the things that you have or can have. You constantly dwell in the past and remain there. Even if something good happens to you, you reject that happiness because you think that it is only temporary. When you start getting these kinds of negative feelings, you will send negative signals in this universe, and it will worsen the situation even further. Sooner, without you even noticing, you will enter into the vicious circle of negativity and things will never become positive for you. This is one very big reason why you should never get into the habit of feeling sorry for yourself.
Increase of Negative Perceptions
When you start feeling sorry for yourself, you start looking at things with negative connotations. Everything in this universe brings something positive and something not positive (see what I did there; did not use the negative connotation). When you start feeling sorry for yourself, you start seeing only the negative aspects of anything. Every proposal starts sounding more negative than positive, once you go into the self-pity mode. You start disliking and push away all those people who want to help you out of your sorry state. Again, this is a big-time reason to do something about your sorry state.
Gratitude is the state when you are thankful for the smallest of things in your life. But, you stop feeling that when you are in a state of sorry. In this state, you start cribbing a lot about minuscule things. For example, it rains, you complain about getting wet and when it is sunny you complain of getting tanned in the hot sun; basically, you crib no matter whatever the situation is. Because of this habit of yours, other people start cutting you out of their lives (nobody wants to hear your crib all day long!). Do not do this to yourself and the people around you.
When you catch the signs that you are going into the self-pity mode, you are supposed to act at that very moment. I would suggest you start with some kind of physical/mental activity like yoga, gym, and meditation. Morning physical/mental activity pumps a lot of happy hormones in your body which keeps your mood elevated for the whole day. To conclude, I would just say that you or anybody out there does not deserve to be in a sorry state because every single person is unique with immense possibilities; you just have to find that one thing which makes you happy when you are low and you should cling onto that thing for a lifetime to come.