I haven't figured this one out yet, but here are some thoughts I have.
I'll start by saying grad school is hard in general. I'm not interested in going into some sort of Oppression Olympics between med school, archaeology programs, law school, and psychology. I will and can only speak to the experience of being a graduate student in psychology.
No one can really prepare you for this experience, and it is hard to share any advice on it because everyone's situation is different. Some people are coming straight from undergrad, some are coming back after some time off, and some are making career switches after being married and having children.
In my program, we start practicum work right in the beginning. Some programs require you to have a year of coursework first, and then you begin to see real people, not ours. We take on full course loads and full caseloads as soon as possible all while managing the fast pace of a quarter system (we have 10 week quarters all year round, instead of 2 semesters of school). As time goes on, you are taking on more than one practicum, more supervisors, deeper coursework, and maybe you're taking on some leadership roles or joining student organizations.
With all of that in mind, now try to imagine what it would be like to spend 8+ hours a day (most of my days are 13 hour days) managing the emotional lives of others. We all have that friend who makes us exhausted after one conversation with them because they always have so much going on in their lives. Imagine talking to and working with that friend all day, every day. The work of psychology is draining, tiring, and can be emotionally damaging. This is why we're always talking about self-care; it is so important. Now everyone on your caseload may not be a high-risk client, and you may or may not be managing suicidal/homicidal/psychotic clients all day, but the work is still difficult. People aren't coming to see us because their lives are great. Also, we're still human beings with emotions, and listening to these stories all day can hurt. And like I said, it's exhausting.
So you finish all that, get in your car to go home and you remember you still have a life outside of this job and school to manage. You have friends, maybe a partner, a family, perhaps some kids and you have to muster up whatever emotional energy you have left to say "hi, how was your day?" or send texts to your friends so they don't think you forgot them, or to call your mom cause you haven't talked to her in over a week. All the while, the only thing you really want to do is turn off your brain, do a mindless activity, and go to bed (but really you're writing a paper, finishing notes, or writing an assessment report while listening to an audiobook of the chapter you're supposed to read for class tomorrow).
As a psychology student, we are used to being the friend that everyone goes to for advice. We've been told that we give good advice or we're good listeners, and it is probably part of why we went into our field. However, it is really hard to continue to be that person when we're juggling/dealing with the kind of work that we do every day. It is tough to be a good, attentive, caring friend/partner/sibling/son/daughter/parent doing the kind of work that we do. It is not that we don't want to, it's just so damn difficult to do, especially knowing that we have to get up and do it all over again tomorrow.
I always say I need my friends and other people in my life to have their shit together for these four years that I am in school because I can not handle any more than what I have to deal with right now. I can not listen (even if I really want to) to the stories of the craziness happening with your boyfriend or your mom because I'm still trying to stop thinking about whether or not I just sent a kid back to an abusive home or if the risk assessment I did was enough.
I tell myself that it will all get better after I graduate and maybe even now as I go into my internship year without the extra work of multiple placements and coursework and I'm sure it will be. It may feel like I don't care or I'm not putting in the effort, and I'm sorry. I just am not and can not be a fully functioning human while I'm in this program. Be patient; I'll be back soon.