When people tell you that they understand what you're going through: They don't. They have no idea how you feel about anything. If you tell them that you had a sleepless night because of the test tomorrow morning, and they tell you that they understand: They don't. They're trying to calm you, trying to show you that you're not alone.
And maybe it's wrong to say, but for me it is the truth. The way I see it is that no one ever understands how you felt that night. That no one ever understands how much it killed you inside when your mom got angry, or when your cat died. No one knows how you felt when you got your heart broken for the first time, or when you broke your favorite mug. No one understands what you thought when you lost your best friend, or friends.
So if someone ever tells you that they understand, you know they don't. And you know that they can say whatever they want, but it won't change anything about you, because they do not understand.