Ask What.
In your quest to master empathy, try not to ask someone why they feel the way they do.
That does not matter.
The "Why" is rooted in judgement or a desire to try and solve the other. When you think about it, you are trying to solve their problems because consciously, or subconsciously, you see yourself as normal and the other as not. You try to get to the root of their problem.
A friend does not confide in you hoping for you to find a solution to their problems. They do so because they need someone to just listen. They feel what they feel because it is their reality.
So, don't ask someone why the feel they way they do. Instead, ask what they feel.
When you ask someone what they feel, you try to feel what they feel. You connect with them. And when you connect with them, you tell them that their reality matters.
You show empathy.