What if you don't get what you want?

In my childhood days I always get what I want, sometimes without even asking for it. During my teenage years, some of my friends told me I'm not mature, I always ask my self Why? why is she telling me that.. I thought maybe it was her whose not mature. I always, always find ways to get what I want.
Until now, I realized many things that I should have been thinking about. I said to myself maybe it's not good if you always get what you want, because you'll get use to it... that it will come to a point you can't accept it, if you don't get it.
Before I cry a lot, why? do I have many problems? no. It's just that I don't get want I want. And now when I'm giving advice to my friends, I always tell them God won't give problems that you can't handle... I said to myself maybe that's why I don't have such problems because He knows it's gonna be to much for me. But how will I get mature if I don't have problems or issues that needs to be taking care of. Maybe that's why I'm not strong enough. Many men always like independent woman, before I think I always depend on my man... right now the truth is I still don't know if I can be alone.