Maybe you are not like this guy (who decided to remain anonymous) that "has it all", and you are far to relate to his wealthy life conditions, but it's more than probable that maybe, at some point, you felt that, being who you are and having achieved what you did, you weren't allowed to feel that sad, that empty, that lost, that desperate.
"First World Problems, I know. What right do I have to complain?"
That's the thing. Nothing is a problem and anything can be a problem. Things, situations, circumstances, behaviours, are a problem if they are a problem for you. It's not WHAT is happening, but HOW you are experiencing it. So everything is licitly able to be considered a problem (no matter what it is) if it makes you suffer. So the answer is yes, you are allowed to feel like shit.
The second part gets even better. One of the first questions I ask my coachees in the exploratory session, is: "What are you pretending not to know?",question that 99% of the time remains non responded until long after that first session.