Faith is truly a gift, gained for us through Christ's advent. But this does not abolish our freedom or responsibility. God desires of us not only faith but action too.
You describe how bitterly you regret the inefficacy of your prayers. Beware: to wish for consolation or revelation in prayer is a sure sign of pride. Pray humbly, in perfect simplicity, seeking salvation only through forgiveness, & having faith that God will extend to you His mercy - as He did to the publican.
This prayer should never be absent from you: 'Lord Jesus Christ, Son and Logos of the living God, through the Theotokos and all the Saints, have mercy upon me, Thy sinful and unworthy servant.' (This is the actual Jesus Prayer: 'O LORD JESUS CHRIST, SON OF GOD, HAVE MERCY UPON ME, A SINNER.') Always say this prayer both with your mouth and with your mind, day and night, wherever you may be, whether eating, walking, working, or sitting. Always meditate on it, as it benefits you a great deal, frees you here from every evil, delivers you there from eternal Hell, and renders you worthy of going to Paradise, our heavenly country.
Be glad and rejoice that you were granted to be pious Orthodox Christians. Likewise again cry and mourn for the impious and unbelievers who walk in darkness, in the hands of the devil.
Most people desire and seek after prosperity in this life, and they strive to avoid sorrows. While that seems very good and pleasant, constant prosperity and good fortune do a person harm. He falls into a variety of passions and sins, and angers the Lord, while those who live a life of sorrow come closer to the Lord and more readily attain unto salvation, for the Lord called the life of happiness the broad path. The wide gates and the broad way lead to destruction, and many there be who take that way (Matthew 7:13). It is the narrow way and the strait gate which lead to life eternal, and few there be who find it (Matthew 7:14). Thus, according to His love for us, seeing the possible benefit [of sorrows] to those who are worthy, the Lord moves many off the broad road and puts them on the narrow, sorrowful path, so that in [their] patient endurance of sickness and sorrow, He might effect their salvation and grant them life eternal.
If you want cure your soul, you need four things. The first is to forgive your enemies. The second is to confess thoroughly. The third is to blame yourself. The fourth is to resolve to sin no more. If we wish to be saved, we must always blame ourselves and not attribute our wrong acts to others. And God, Who is most compassionate, will forgive us.
You are, I am sure, aware that for you penitence is now no longer limited to disclosing your sins to your confessor, but that you must now bear your sins in mind always, until your heart nearly breaks with their ugly load; and would break, were it not for your firm faith in the mercy of our Lord.