I have this feeling a lot. And the sad thing is that most of the time the only thing that I can do is pray about it. Often times though, this just keeps me focused more on myself and my problems instead of on the Lord and what He is trying to teach me. I think that what I am trying to say is that it really matters how you pray about different things. If you are really concerned for a friend and think of them often, then pray for them often!! but if you find yourself thinking on something in your life that you cannot change and that you really need to be move on from -- a family situation perhaps? or a friendship that did not work out? or even being away from friends for a long period of time? While sometimes it is very good to pray about these specific situations, sometimes you need to move on from and stop dwelling on them too. There is something that I have been trying to move on from bothering me for quite some time, and after praying about it for a long time, I realized that every time I prayed to move on, it would bring it up fresh in my mind again. So a while ago, whenever I would think about this thing that will not go away, I would instead focus on God's sovereignty, His control over my life. This helps a lot when you don't understand something. Instead of sitting around trying to figure it out, just focus on what God has figured out for you.
I was really having a hard time with this last night, so instead of watching a movie or something to take my mind of it, I opened up my Bible. I am using my read through the Bible in a year for my devotional book (not that really keep to the plan... lol), and when I got to the Psalm portion I read this: