There are two chief forms of frustration that a democracy generates. The first is when a citizen mobilizes for an election, works really hard, does everything possible, and still loses. That is, the frustration of realizing that one is actually in the minority. It is tremendously frustrating, and even more so in a very large polity in which it's impossible for anyone to have any sense of majority and minority on a personal level. That's the kind of frustration that leads to, say, the birthers.
The second form of frustration is specific to antimajoritarian democracies such as the U.S. It's when you win, and your stuff still doesn't happen. It tends to lead to accusations of selling out, or blaming friends for things that have no control over, or eventually to other types of conspiracy theories.
The thing is, it would be nice if our culture gave us reference points for these frustrations, but I don't think there's much out there. Our political movies tend to be Mr. Smith Goes to Washington fantasies of good people who oppose corrupt establishments, or distopian fantasies of an all-powerful system crushing everyone, good or bad. There's very little out there to suggest that politics is made up of people with legitimate differences, and practically nothing that teaches people that majorities can lose in a democracy.