I don’t think any pain is illegitimate. Even if you feel the reason you are in pain is silly, or baseless, it is still legitimate and real.
There are times when I’ve been depressed and not wanted to talk about it because I thought I was being stupid. It could range from anything to being upset about classes or that my cat knocked over a box of jewelry. I’ve found that talking about it, to a friend, family member or therapist, helps ease the pain and frustration. Keeping things in your head distorts them and makes them seem more severe, but once you get it out into words, you often realize that it’s not as catastrophic as you think it is.
I’ve also been in situations where I don’t want to talk about my pain because I’m ashamed or embarrassed about the cause. I have done things I’m not exactly proud of and still feel guilty about, but I don’t talk about them very often. When I do, I try to brush it off in a joking sort of way, not letting on exactly how I feel.
Sometimes it’s hard to talk to people about your problems for fear of getting lectured when you already feel bad. Other times I feel it’s pointless to talk to certain people because, like @hungryhungryhortence said, they wouldn’t be able to help and it would just be a burden.
But I’m a firm believer in talking about your pain, no matter how “illegitimate” it may seem. If your friends and family aren’t people you can go to, then get a therapist – in my mind, there’s nothing better than having a person who’s getting paid just to care about your problems.