If you want to talk to Allah then pray. However if you want Allah to talk to you the then read Quran. If you are having trouble in your life then best area to start is to check our Imaan. Because mostly it’s the fault in our Imaan that gives us most of the troubles in life.
“Verily, After Hardship Comes Ease” [Qur’an 31:17]
As Muslims it is our duty to trust Allah Subhan wa tala. At times it might not feel right but be sure that few years later you will look back and thank Allah subhan wa tala for all the troubles you have gone through.
One might ask what to do in trouble. Best start is to retrospect. Meaning why are you in trouble. Is it a test by Allah subhan wa tala or is it our own wrong doings that led us to this point. In both cases our job as Muslims is to pray to Allah Subhan wa tala for guidance (Check this wonderful lecture by Yasmin Mogahed) Book of Allah Subhan wa tala, the Holy Quran is such a magical book. Whatever intention you open it with, it gives you answers.
Yes, at times I do agree that it gets nearly difficult to hold on but then again since you are still alive that means something. It means you are alive for a reason. You are more powerful than the problem itself. You just need to be patient and trust Allah Subhan wa tala with its plans. No doubt HE is the best of planners. But due to fault in our Imaan we often lose hope and you can see most of the Muslims doing suicide. Reason being fault in our Imaan. So when you really feel losing hope best is to stop asking HIS creation and start asking the CREATOR HIMSELF. Ask to HIM with hope, ask to HIM with humbleness, and ask to HIM as if you are begging.
“And We will surely test you with something of fear and hunger and a loss of wealth and lives and fruits, but give good tidings to the patient.” [2:155]