"I'm going through something." When do you say that? What does it mean?

Question

"I'm going through something."  When do you say that? What does it mean?

Answer

I am experiencing something, usually negative.
"I'm going through a rough financial period right now."
"He's going through a divorce."

It can also mean searching through something.
"He's going through his suitcase to see if he can find the shaver."

Answer

Usually a personal problem that we don't want to talk about.