How can I express about agony ?
For example.

My Son : Dady, I have some agony thesedays. I can't go well with my new friends.
I miss my previous school friends.

In this case, What do you usually say "agony" ?

For example.
I have a lot of thoughts thesedays.
I have a problem thesesdays.
......

When we are in trouble time, we start coversation with theses expressions.
Could you give me more natural and correct examples and expressions ?

Question

How can I express about agony ?
For example.

My Son : Dady, I have some agony thesedays. I can't go well with my new friends.
               I miss my previous school friends.

In this case, What do you usually say "agony" ?

For example.
I have a lot of thoughts thesedays.
I have a problem thesesdays.
......

When we are in trouble time, we start coversation with theses expressions.
Could you give me more natural and correct examples and expressions ?

Answer

Okaydaniel gave you some nice examples on what you can say: "miserable" is the closest. And "these days" are two words.

As far as "agony" goes, that is a very heavy word, it describes an extreme mental state. It could also be extreme physical suffering, the kind that one may experience before dying. I would generally recommend staying away from it unless you are describing these situations or you are Bugs Bunny in "Case of the Missing Hare" :)

Answer

"I feel bad because I can't be with my old friends."
"I am upset because I can't be with my old friends."
"I feel miserable because I miss my old friends."