The OED defines self-pity as excessive, self-absorbed unhappiness over one's own troubles. Examples of what a person might think while pitying themselves are:

Why does this always happen to me?

I work harder than everyone else, and I have nothing to show for it.

I can’t get a job. No one hires felons.

Women/men just ignore me. They always go for [some trait you think is worthless].

No one cares about people like me.

They treat a [fill in the blank] better than me.

Why can’t he/she just get off my back?

The cop/judge/boss didn’t like me. I got way worse punishment than people who know how to work the system!