A story told by Rabbi Abraham Twerski's Grandfather of Sanz

A king had to punish his wayward son by banishing him to a distant land. The prince, who had never learned any trade, was at a loss as to how to support himself, and wandered from village to village, looking for something which he might be able to do to earn a livelihood.
He finally chose to become a shepherd, since this required no particular skill. But he found this work unbearable, because he was exposed for many hours to the hot sun in the wide-open pastures.

The prince noted that other shepherds would build themselves little huts of sticks and branches, but try as he might, he could never construct a hut for himself. Never having learned to do any manual labor, every attempt to construct a hut resulted in failure. Thus the months and years went by, with the prince suffering the discomfort of the scorching sun.

One day the prince learned from the villagers that a great and rare event was soon to take place. The king was coming to visit a nearby city, and there would be a grand parade, to which people would flock from all the nearby villages. There was a tradition that anyone could write a request on a slip of paper, and as the royal coach passed, could try to throw it into the coach. The king would read those petitions that landed in the coach, and grant the particular requests.
On the day of the parade, the prince joined the villagers going to the city. writing on a slip of paper, he requested that he be given a little hut that he could take with him to the pasture to protect him from the heat of the sun. As the royal coach passed, he threw his petition, which fell at the feet of the king.
As the king opened the little note, he immediately recognized his son's handwriting, and began to weep bitterly. "How deeply my child has deteriorated," he cried. "He no longer recalls that he is a prince. He does not ask to return to the royal court where he would lack nothing. His highest aspiration is to have a little hut, to be less uncomfortable in the lowly position to which he has resigned himself."

Grandfather wept along with the king in the parable. "On Rosh Hoshanah, "He said, "We are given access to the Divine King, to present our petitions. This one asks for wealth, this one asks for relief from some oppressors, this one asks for recovery from an illness, and this one asks for a more comfortable dwelling. They have forgotten that they are princes. They do not ask to be permitted to return home from exile, where in the Royal Court all their needs would be satisfied. How deeply hurt our Father must be when He receives our petitions, and sees that we have forgotten our unique relationship to Him, and have resigned ourselves to a lowly status, where our aspirations are not higher than the equivalent of a thatched hut."