Unhappy Medium

"Imagine there was a door to the realm of Daemons, and the slightest inattention on your behalf would see them batter it down and rip you to shreds. Now imagine that door is inside your head. That is what being a Psyker is like."

—Castus Lupa, Savant Adjunct, Warhammer 40,000

A subtrope of Blessed with Suck.

Almost every instance of The Empath is this, as empathy generally sucks as a power and really only has the effect of making your life miserable. A powerfully evil disturbance in the force can send you falling to the floor with a bloody nose, a powerful ghost will take over your body far more easily than a Muggle, and the power itself can drive you mad either from the knowledge it brings or temptation it carries. And of course, being able to see ghosts/hear thoughts means you either lie to everyone you know about it (and good luck having a successful date when ghosts show up to bug you, or your date thinks horrible things about you) or are open and face public ridicule and private rejection.

Sometimes, possessing Psychic Powers really has a bad effect on your life.

Examples of Unhappy Medium include:

Anime and Manga

Mao from Code Geass fits this trope perfectly. Out of all the Geass users in the series, he is undeniably the most damaged and miserable; his mind-reading power puts him in so much pain that fans are actually divided over whether to loathe him completely for his cruel treatment of the heroes or feel sorry for him.
Hisoka Kurosaki of Yami no Matsuei describes this trope to a 'T'. His empathy make physical contact painful, to the point that he can even pass out from the overload of emotions/memories/dreams. His parents started young with the ridicule and rejection bit when they locked him away in the basement as a child only letting him out at night.
- Of course, this is what leads to his rape and eventual murder at the hands of Big Bad Kazutaka Muraki
In Chrono Crusade, Joshua Christopher is driven insane by being unable to stop reading the minds of those around him. Mary Magdalene also has so many visions about the future that she's forgotten nearly all of her own memories, and in the manga her powers make her the perfect target for a Body Surfing Demonic Hive Queen.
People with psychic powers in Shaman King risk being isolated and physically hurt by ghosts because of their abilities.
Shion, a shrine priestess from Naruto Shippuden The Movie is at first glance a brat and a whiner, but in reality she is this way because all her predictions have come true. So that means everyone she had previously loved or cared for has died, and in order to avoid that from ever happening again, she stopped making friends and connections with others.

Comic Books

X-Men. Need I say more?
- Jean Grey couldn't control her telepathic powers when she was a child, causing her to develop mental problems.
Lionel Zerb in Rising Stars can talk to the dead. All the dead in a given area. Or rather they talk to him and generally don't shut up. In any given area there might be thousands of dead trying to talk to him. He's only happy when he's taken to a very remote area no one ever died in.

Film

People with psychic powers in the film Push are hunted down by and forced to work for the government.
In Constantine, people with psychic abilities can see demons while they're still children. This tends to get them unwanted psychiatric treatment if they tell anyone what they see.
The Sixth Sense: That poor kid who could see ghosts all the time...
Scanners.
Phony psychic Oda Mae Brown from Ghost would rather pretend to perceive dead spirits than deal with the trouble of earning her money honestly by hearing ghosts for real.
Matt Damon's character in the Clint Eastwood movie Hereafter can communicate with the dead, and hates everything about it.

Literature

Sookie Stackhouse in the Southern Vampire Mysteries.
Spider Robinson's Callahans Crosstime Saloon story "Two Heads Are Better Than One". Two brothers have uncontrollable telepathy which make their lives a living hell.
Played with in the Discworld with Mrs. Cake. She is definitely a medium and precognitive, but can get splitting headaches when she talks with her precognitive abilities on. The reason: she answers questions before they are asked, but if the other person fails to ask the question, after she just gave the answer, the paradox causes her a serious headache. She is also The Dreaded by all religions on the Disc.
Frank Herbert's Dune series. Paul Muad'Dib eventually discovers that having prescience is a trap, forcing you into a predetermined path.
While passing through a busy courtyard, Dowager Queen Jehana in The King's Justice catches the thoughts of the assassins who are planning to attack her brother-in-law Nigel. She agonizes over whether or not to warn him (and save his life) since she believes her Deryni powers are evil (and a threat to her soul).
The Happy Medium from A Wrinkle in Time is called that because she refuses to look at sad things in her crystal ball since it affects her so deeply.
The Sandleford rabbits expect Fiver to act like this in Watership Down; however, once he's reassured that Hazel is going to do something about his visions of blood and death, Fiver is much calmer and happier. It's most apparent when the rabbits are living on the titular down with no major crises, as many of them consider Fiver to be a source of good level-headed advice.
Alan Dean Foster's protagonist Flinx spends an awful lot of time bemoaning what a problem his emotional telepathy is.
Watercrafters in the Codex Alera series are empaths. Sure, they're Living Lie Detectors, but when they're in an emotionally charged situations they have to work hard to stop other peoples' emotions from leaking over and affecting theirs. At one point Tavi actually managed to escape a watercrafter who was trying to kill him by deliberately giving in to panic, causing her to freak out from the emotional overload.
- Said watercrafter is also Ax Crazy due to the fact that her empathic powers hit her at the same time she was kidnapped, had a magical control collar put on her, and was repeatedly raped.

Live Action TV

Allison and her children sometimes feel this way in Medium.
- For example, as illustrated in "Lucky", Allison can't enter hospitals without getting swarmed by the ghosts of those who've died within, so when her job requires her to go to one, she wears headphones and struggles to avoid looking at the ghosts.
To say that River Tam in Firefly is "unhappy" due to her powers is a massive understatement.
Gwyneth in the Doctor Who story "The Unquiet Dead".
- The Doctor himself in Planet of the Ood.
When Phoebe of Charmed first got her empathic powers, she could not control her emotions and shout out anything that she feels around her. It really annoyed her sisters and even caused some very awkward moments at work.

Oral Tradition

Cassandra from Greek Mythology. To be fair, the curse was separate from the prophesy part- she got prophesy as a blessing from Apollo, then pissed him off, so he added on a curse that she'd never be believed.

Tabletop Games

In the Call of Cthulhu (tabletop game)/Delta Green supplement Countdown, characters with psychic powers are in big trouble. Their information gathering abilities make it easier for them to see things related to the Cthulhu Mythos, which causes them to lose Sanity (and go insane) even faster than regular investigators.
In Warhammer 40,000, most psykers end up being consumed by the Astronomican or the Golden Throne as a sacrifice. Of course, if you're not put in that, you may have your head explode, of turn to chaos, or be possessed by a chaos daemon...

Video Games

Alma of the F.E.A.R. games was actually driven completely insane by her sensitivity to other peoples' emotions.
Subverted in Touhou 11. Satori Komeji is seemingly ostracized even by the denizens of Former Hell for her power to read minds, and can only get along with animals and animal youkai... but she turns out to have problems with discretion that are apparently actually to blame.

Web Original

Stygian in the Whateley Universe was so depressed that only the attention of two dedicated spirits to get him out of bed and eating. He also gets forgiven for his role in the Sim sabotage which he took part in only so he would get killed.
The "demon seed" mediums in The Salvation War often went insane from the constant torment from demons taunting them and showing them Hell. Most of the sane ones kept their powers secret, since nobody will want to hear "your relatives are burning in a river of lava for all eternity, and so will you." However, humans find ways to block out the messages, and uses them to open portals to invade Hell.