There are people who never turn to God and never pray. Suddenly their soul experiences melancholy, their spirit worry and their heart sorrow. Then they realize that in such unhappiness no-one can help them. This is why they turn to God and say with a deep sigh: ‘Lord, have mercy upon me’ And the Lord hears them, although at first they only just sense divine Grace.
Later they experience it much more and feel relief.
» Venerable Nectarios of Optina
Source: pemptousia.com
http://www.diakonima.gr/2015/09/10/melancholy-worry-and-sorrow-venerable-nectarios-of-optina/