what should I do when things are a mess?

1. Figure out why you're there:

a. Did you mess up?
Yep, it happens to all of us. The church word for doing the wrong thing when we knew what the right thing was = sin.
b. Did you get caught up in someone else's mess up?
This is more subtle. Sometimes the people around us drag us into the wake of their sin or brokenness. A parent's bad choices affect their children. It's rare that sin only touches the sinner.
c. Did God call you (or push you) into a spiritual valley/desert?
If you were doing the right thing when you found yourself in the middle of a mess, God may have sent you into the valley for a purpose. Jesus was prodded by the Holy Spirit into the wilderness in order to be tested and strengthened. The Hebrew children were called by God out of slavery in Egypt, but they were pretty scared when they found their backs to the sea and the army of the Pharaoh pursuing them.

2. Five pieces of advice for the journey through a spiritual valley:

a. Don't take short cuts (do the wrong thing) in order to get out.
That may seem obvious, but sometimes we'll do anything to ease the pain. All suffering isn't wrong. Sometimes it's important for us to go through it in order to follow God.
b. If you sinned, accept the consequences and get to work cleaning up the mess.
Hebrews 12:11-13 (The Message) says, …discipline isn't much fun. It always feels like it's going against the grain. Later, of course, it pays off handsomely, for it's the well-trained who find themselves mature in their relationship with God. So don't sit around on your hands! No more dragging your feet! Clear the path for long-distance runners so no one will trip and fall, so no one will step in a hole and sprain an ankle. Help each other out. And run for it!
c. If it it's God-given (see 1c above), hang in there, and don't change direction.
Larry Osborne says, "What God shows you in the light, don't doubt in the darkness."
d. Keep your commitments, have concern for others, and have concern for God's reputation.
I know the list of "good ways to behave" could get oppressively long. But these few things will stand you in good stead. Try not to have an "all or nothing" attitude; people use that to get out of doing anything all all.
e. Try to learn something from it, and maybe even pass your learnings on.
If you gotta be in the middle of a wretched mess (for any reason), it's nice to be able to say that you at least learned something from it. When my marriage was in a really tough place, the most helpful people were those couples who had been through the same rough valleys and come out better on the other side. I was deeply grateful they shared their stories.