This form of despair is: despair at not willing to be oneself; or still lower, despair at not willing to be a self; or lowest of all, despair at willing to be another than himself, wishing for a new self…. The immediate man helps himself in a different way: he wishes to be another…. When then the whole of existence has been altered for the immediate man and he has fallen into despair, he goes a step further, he thinks thus, this has become his wish: “What if I were to become another, were to get myself a new self?” Yes, but if he did become another, I wonder if he would recognize himself again! It is related of a peasant who came cleanly shaven to the Capital, and had made so much money that he could buy himself a pair of shoes and stockings and still had enough left over to get drunk on — it is related that as he was trying in his drunken state to find his way home he lay down in the middle of the highway and fell asleep. Then along came a wagon, and the driver shouted to him to move or he would run over his legs. Then the drunken peasant awoke, looked at his legs, and since by reason of the shoes and stockings he didn’t recognize them, he said to the driver, “Drive on, they are not my legs.” So in the case of the immediate man when he is in despair it is impossible to represent him truly without a touch of the comic; it is, if I may say so, a clever trick to talk in this jargon about a self and about despair. – Kierkegaard, The Sickness Unto Death. Chapter 3.
When I read this it reminded me of a passage of Scripture: “But be doers of the word, and not hearers only, deceiving yourselves. For if anyone is a hearer of the word and not a doer, he is like a man observing his natural face in a mirror; for he observes himself, goes away, and immediately forgets what kind of man he was.” – James 1:22-24
A person who despairs does not rightly know who he is, especially if such a person is a Christian. Christians are made to strive after theosis, if they do not, they are striving to be someone else. This is exactly what Kierkegaard calls despair at not willing to be oneself. The other night I was lying in bed saying the Jesus Prayer, and it occurred to me that the feeling that I had was so much more pleasant than the turmoil I had been in while wallowing in sin. Hopefully when a temptation to sin comes at me again, I can remember this feeling, of not despairing, and not give in, and pray, “Lord Jesus Christ, Son of God, have mercy on me, a sinner.”