Usually when I have felt like that it meant for me to pray for someone else. I have the spirit of discernment, but sometimes it's not that clear as to whom to pray for, but I still pray for God to help, and protect whoever is in need of my prayers. A few days later I find out who was in need of prayers. In each situation is different sometimes is us who have to pray for our own situation, and for our relationship with God.
Lord help this person with this weight they are feeling, if it's not from you lift it away from them. If it's from you direct them as to what it is you want from them. In the mighty name of Jesus I pray, amen..