The Treatise on the Power and Primacy of the Pope, Melanchthon says that the true worship of God is faith struggling against despair. Luther's own accounts of his own Anfechtungen are well known and have led many to conclude that he was mentally ill and that his theology should not be trusted. But what do the Scriptures say?
In Romans 7, Paul tells us of his own despair. In Mark 9, a father who had a demon-possessed son confesses both his belief and unbelief. The Psalms were given as a prayer-book for the ancient Israelites and for the Christian church and the majority of them are lamentations in which we confess our despair and even cry out in anger toward God for His failure to act.
The most shocking and paradoxical cry of despair in all of Scripture is Jesus' use of the Psalms on the cross, especially when He cries out, "My God, my God, why have you forsaken me?" In this cry we can see both unimaginable faith and unimaginable despair exhibited in the most profound way. Truly Christ has borne our griefs and carried our sorrows. We truly have a high priest who is able to sympathize with our weaknesses and who has felt our despair. God uses this despair to drive us to prayer just as it drove Christ to prayer and it's foolish to try to be polite and hide our despair from God. Instead, we are invited in the Psalms to cry out in our despair to God. By being honest about our own despair we are able to reach out to our brothers and sisters in Christ in their despair and bear one another's burdens. We need not be afraid of those who question or doubt.