From Happiness Is A Serious Problem by Dennis Prager:
The ultimate reason people take on a victim mentality is immaturity. It takes maturity to avoid tempting but destructive choices; it takes maturity to want to be in control of your life and not to be controlled; and it takes maturity not to allow yourself in times of crisis to wallow in self-pity.
The problem in our time is that maturity is not high on the list of goals we offer the next generation. We stress happiness, success, and intelligence but not maturity. And that is too bad, both for society, which suffers when too many of its members are immature, and for the individual who wants to be happy. For happiness is not available to the immature. And one of the prominent characteristics of immaturity is seeing oneself primarily as a victim.