How can I cope with disappointment?

The Urantia Book provides a wonderful perspective on the inevitable changes that we humans go through in this life. Among the nine points of sage advice given, is this:

Is pleasure—the satisfaction of happiness—desirable? Then must man live in a world where the alternative of pain and the likelihood of suffering are ever-present experiential possibilities.(3:5.14)

The greatest affliction of the cosmos is never to have been afflicted. Mortals only learn wisdom by experiencing tribulation.(48:7.14)

You cannot perceive spiritual truth until you feelingly experience it, and many truths are not really felt except in adversity.(48:7.18)

Sorrowful experiences can make us or break us. On a world that is filled with free-willed beings, error and its resulting pain and sorrow are simply a part of life. At the same time, as free-willed beings, we have the opportunity to use these experiences for our growth, rather than a reason to just give up. It is important to remember that nothing stays the same in this life. All is subject to change. Only God is changeless. It is our job to learn to establish and nurture a relationship with God so that when the hard times come, we are able to weather the changes, knowing that no matter what, we are assured of inevitable victory over all matters of the world on which we live through our free-will identification with our highest Self. The Urantia Book reveals to us a loving heavenly Father, a good God who knows all about our sorrows and pain because he experiences all of it with us. We have an intimate and ever-present friend in the Father. His Spirit actually dwells within our minds. Take heart:

It is literally true: “in all your afflictions he is afflicted.” “In all your triumphs he triumphs in and with you.”(1:5.16)

The experience that we have must have here in our earthly lives is the experience of life itself, and its associated joys, sorrows, spiritual progress and growth. Once we are translated into our next life—our eternal life—we will experience a whole different kind of existence—one in which the earthly kinds of experiences will no longer be possible. There's nothing we experience here that can't be augmented or improved upon in the mansion world experience but nevertheless, the angels are envious of the mortal lives we live so there's a quality to this life that's hard if not impossible to compensate for. While we are here, we have important work to do:

From The Urantia Book:

Very important is the work of preparation for the next higher sphere, but nothing equals the importance of the work of the world in which you are actually living. (48:6.37)

Your short sojourn on Urantia, on this sphere of mortal infancy, is only a single link, the very first in the long chain that is to stretch across universes and through the eternal ages. It is not so much what you learn in this first life; it is the experience of living this life that is important. Even the work of this world, paramount though it is, is not nearly so important as the way in which you do this work. There is no material reward for righteous living, but there is profound satisfaction — consciousness of achievement — and this transcends any conceivable material reward.(39:4.13)

Jesus taught:

“ It is the Father’s will that mortal man should work persistently and consistently toward the betterment of his estate on earth. Intelligent application would enable man to overcome much of his earthly misery." (148:5.3)