Imagine you lose someone close to you. Let's say your aunt died. You are sad about it because she really meant a lot to you. You talk to your friends about it, hoping that will help you feel better. You friends tell you they know how it feels and begin sharing their experiences and stories. This folks is exactly what you are not supposed to do if you're expecting to help someone feel better.
Let me give you another example. Several weeks ago, I spoke to a friend of my about how another "friend" of mine basically snubbed me. It was bothering me at the time because I thought we were sort of close and couldn't make sense of it. The friend I spoke to about it said "yeah, I hate girls like that". The next thing I know, he's yapping about a girl he got in an argument with who didn't want anything else to do with him. I told him that wasn't exactly how my situation was, and I repeated myself hoping to get through to him. After that, he repeated his story.
I bring this up because someone lost a dog recently that meant a lot to them. Most of the people who have spoken about it do nothing except jabber on about their own personal stories. The problem here is when you take the focus off the person who's having the problem in the moment, they tune you out. It makes them feel like they're not being heard. Do you honestly think they care about what happened to you? Of course not. They want someone to care about what happened to them.
I read this in a book for my public speaking class in college several years ago. It emphasized the importance of keeping the focus on them and not talking about yourself. After reading that, I thought about it and realized it was entirely true. So since reading that, I have always tried to keep the focus on the people who have the problems instead of myself. Yet it annoys me to see that so many other people don't practice this. Although they mean well, it is actually quite rude.
So the next time someone comes to you with a problem, show them you're listening by talking directly about their problem; don't give them advice unless they specifically want it, and ask them questions about what they think and feel in relation to their problem. You will come off as being concerned about them rather than yourself.