1. Avoid the "Belief in a Just World" Trap.
"Belief in a just world" is a type of cognitive bias that has been studied by social psychologists. For example, people often hold an attitude that if others are poor, they must deserve to be poor.
Don't fall into the trap of thinking "If I'm struggling, I must deserve to be struggling. I must be struggling because I'm useless."
The playing field of life isn't level. A lot of smart, talented people are dealing with very tough situations. For example, large medication bills and no insurance. All of us have made some poor decisions in life. Sometimes there are few consequence, and other times people spend their whole lives recovering from the consequences of earlier decisions.
2. Remind Yourself You're Doing the Best You Can.
Dr Fran Vertue offers the fantastic advice for when you're feeling tired of life -
"Remind yourself that you’re doing what you can right now given the circumstances and your resources. Practice flexibility so that you can take advantage of opportunities for change."
(quote is from this article about stress relief).
3. Avoid the "I Just Need To Work Harder" Trap.
If you tend to react to stress, struggling, or exhaustion by attempting to just work harder, try slowing down instead.
As above, you're likely already trying your best. Telling yourself that the answer to solving your problems is just working harder isn't likely to be an accurate thought.
The trap here is that by telling yourself the problem is not working hard enough, you're likely to close yourself off to trying new ways of coping. An example I see in my practice all the time is people who respond to overeating by telling themselves they just need to try harder to stick to their diet next time. By attributing the problem to not trying hard enough, they try to solve it through willpower rather than seeking other strategies.

4. When you're tired of life, recognize rumination.
People often try to think their way out of their problems. While this obviously can be adaptive, it's important to understand that overthinking while in a depressed mood actually impairs the quality of problem solving solutions people generate.
ARTİCLE CONTİNUES AFTER ADVERTİSEMENT
If you've already thought a lot about your problems/situation, recognize that the answer to your problems probably does not lie in doing more thinking about how to solve your problems.
Taking a break from thinking about your problems is more likely to lead to you taking action on simple things you could do to improve your situation or mood rather than continued thinking.
Taking a break from thinking about your problems can be achieved through activities like seeing friends, or through trying some mindfulness meditations(link is external) to practice focussing your attention elsewhere.
5. Regulate Your Rhythms.
A core part of treatment for bipolar disorder is encouraging the person to develop regular routines of sleeping, eating, socializing, and working. Regulating these rhythms helps regulate mood and energy. This basic principle is true for people generally.
If you're prone to boom and bust cycles of sleeping, eating, socializing, and/or working, try some consistent routines.
6. Use Physiological Self-Soothing Strategies.
If you're feeling paralyzed by fear and exhausted by life(link is external), you're probably experiencing the freeze aspect of the "fight / flight / freeze" response.
To be able to think straight, it's absolutely critical you learn to use simple physiological strategies to calm your nervous system. Try rolling up your sleeve and stroking your arm (releases oxytocin), gently rubbing your lips with one or two fingers, or the hand rubbing technique listed here.