There is a difference and nuance between the words sympathy and empathy. Sympathy is to feel sorry for person who is going through something difficult. You feel sorry for them. Empathy is to feel sorry with them. It's to climb into their sorrow, feel it, and experience it with them. We are able to empathize when we have gone through something that someone else is going through.

Jesus is an empathetic Savior and maybe you're thinking, "No, he didn't go through exactly what I've been through." However, I want you to listen to something from Acts 9 where the apostle Paul has been given permission by the Jewish authorities to go into a city called Damascus and persecute Christians as well as drag them back to Jerusalem for trial, imprisonment, and possibly death. So as Saul (he was going by his Jewish name at the time, later went by Paul) is on the way, he is literally breathing threats and murder (Acts 9:1). Here's what happened next:

As Saul drew near to Damascus on his journey, suddenly a light from heaven flashed around him. He fell to the ground and heard a voice say to him, “Saul, Saul, why do you persecute Me?” “Who are You, Lord?” Saul asked. “I am Jesus, whom you are persecuting,” He replied. “Now get up and go into the city, and you will be told what you must do.” - Acts 9:3-6

The interesting part of this passage is that Jesus had already been crucified, risen, and ascended into heaven. Saul wasn't persecuting Jesus, except that Jesus being an empathetic Savior since he was feeling what his people were going through. So maybe you're going through something and you're thinking, "well, Jesus never went through this. Jesus never went through abuse as a child, etc." He sees your situation and he feels your physical pain and I just think that's a precious thing about him that we need to know. He enters in and suffers with you because he is an empathetic Savior. (Hebrews 4:15)