LDS.org - Support Materials Chapter - Tragedy or Destiny?
I suggest reading this talk for anyone who is going through a hard time. It doesn't just have to be because your gay.
Two things stood out to me:
1.) Should all prayers be immediately answered according to our selfish desires and our limited understanding, then there would be little or no suffering, sorrow, disappointment, or even death, and if these were not, there would also be no joy, success, resurrection, nor eternal life and Godhood.