This is a good question.
First, the psalms (or the psalter) is a book in the Bible. For the Jews, it is part of their Hebrew Bible, and for Christians it is in their Old Testament.
Second, there are 150 psalms and they address many different topics. For instance, some of the celebrate the king and the long life of the king. Others deal with confession as they seek God's forgiveness. And still others address the enemies of the people of God in imprecations.
Third, within this mix, there are psalms of lament. These psalms cry out to God in view of human suffering and persecution. Let me give you an example. Psalm 142 states:
"With my voice I cry out to the LORD;
with my voice I plead for mercy to the LORD.
I pour out my complaint before him;
I tell my trouble before him.
When my spirit faints within me,
you know my way!"
The Psalmist lifts up his voice to God for comfort. Within the theological framework of the Bible, God is the source of all comfort.
Psalms of lament were written by many poets and writers, but it are mostly associated with King David.