When you don’t know what to do, talk to God. Hopefully not after you’ve exhausted all options: You’ve spoken to him before you tried something fruitless. But yeah, if you don’t know what else to do, talk to God.
Now, not only is this always good advice to follow, but it’s good advice when dealing with other people. When we talk to others, and they share their difficulties with us, sometimes we don’t know how to respond. We feel we ought to say something comforting to them, or give some helpful advice. (We don’t always recognize when they don’t want advice, and aren’t asking for any: They’re just unburdening themselves.) When you don’t know what to say, your best response is, “Can I pray for you?”