During a coaching conversation, if someone says to you, “When I think of all I have to do, I feel hopeless,” how would you respond?

This might not be the absolutely perfect way to say this, but it gets at the heart of what you should follow up such a statement with. You want to help the employee think through the thought model process, and so asking about actions and subsequently results would be next. You then would want to walk the employee backwards through the thought model to identify some new desired feelings and thoughts that could lead to those.