Experiencing the “Depths of Despair” is part of the “Dying Daily” experience. It is the ego self diminishing which is very painful, especially when your experiences involving the Holy Spirit may not be logical and undermine your perception of self and your reality as you knew it.
The experience of despair is the “getting rid of the old to make room for the new. It is the reason you cannot put new wine in an old wine skin or patch an old garment with new cloth.
When one is full of themselves they have no room for God, thus the painful process of the experience of despair to diminish the old self is part of the wonderful process.