Many people like to whine and complain; it's just too damn easy. You get attention and sympathy, and then you feel a little better (rinse and repeat as necessary). However, rest assured that such antics won't fly with God. You can cry "Why me, God?" all you want - God Loves you, but he won't commiserate with you.
Of course, there are situations when a person is struck by a great personal tragedy - is it justified then to feel this way? Sure, it is justified. No one can blame you for suffering a loss or feeling this way. Nevertheless, it is not about blame or justification - it's about being able to do what's best in that particular situation.
The world will disappoint you. To be more exact, you will be disappointed when the world doesn't meet the expectations you set for it. The problem lies with these expectations, and not so much with the feelings of loss and suffering (nor the tragedy itself).
Most of the time we don't see the world as it is, but through the muddied lenses of our expectations, and this way we set ourselves up for the fall already at the beginning. Is it possible to cast away such expectations? It's possible, but it requires a lot of self-reflection and self-discipline.
If we don't see ourselves and the environment we live in clearly, how could we see God clearly? So many people cry "Why me, God?" that it would be funny if it weren't sad. It is not really about God - it is about taking responsibility and overcoming our weaknesses through our own initiative.