Agency and our Father's Will

The questions "Why me?", "Why does ____ have it and not me?" or "Why did You let this happen?" often come up when we are discouraged with trials. While these are legitimate questions, I've been thinking about our Father's role in our lives. I've realized two major parts of the plan of salvation: our agency, and the importance of learning our Father's will. It is crucial to have both so that we can learn what we need to while we are here. If Heavenly Father were to make all of our decisions for us, we wouldn't have our agency and couldn't learn from our choices (whether good or bad). On the other hand, if He didn't play a role in our decisions/life than we wouldn't be able to get to know Him and learn about His will. He allows things to happen so we can learn and grow from it, but He definitely is there ready to help us through when we decide that we want to follow His will.
There have been many instances in my life where I have questioned Heavenly Father's will for me and what His plan for me is. I have been down the suicidal path, the severe depression path, the path where I feel like everyone else is doing much better than me, and I have had a lot of time to think about this subject. In fact, it has been a focus of scripture study, ponder and reading for me. I don't know how, but over the last year, my understanding of this concept has greatly increased to where I am grateful for our Heavenly Father and his tender mercies toward me. I have come to understand that the Lord's ways of teaching and leading are perfect and our understanding is very limited. When we desire something, sometimes it is what our Heavenly Father would have us have, and sometimes he has a different lesson in mind. He waits until we are ready for His blessings and then when we decide to seek and follow His will, the blessings overflow. He doesn't change our trials so we can have what we want, rather He helps us through our trials to understand the blessings of His plan and his perfect love for us.
For one example, I have mentioned before that our family went through a real financial trial for a couple months. I felt really frustrated because I felt like we were following the principles of saving and living within our budget and when our supply was next to depleted, I wondered why we needed to go through this trial. As I turned to the Lord and tried to humble myself, I learned that His love for me never left, and he really knew our suffering. The reasons behind the trial were to help us learn more about His will and His plan for our family and to help us prepare for greater lessons to come. Although He didn't take this trial away from us, he gave us tender little mercies to show us that He was aware of us and willing to help us through if we turned to Him. We've learned that His love is perfect and we will never understand how deep that is, which is a major comfort to me.

Do any of you have any stories that have helped you understand the roles that agency and learning our Father's will have in our lives?