What's the matter?
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used to ask if someone is alright or if there is a problem
What seems to be the problem? / What's the issue?
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a direct way to ask someone about their problems
What's on your mind?
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used to ask someone about their troubles; often used when someone is visibly stressed or bothered
What's this about?
phrase

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used to ask about the purpose of the conversation or activity
My problem is...
phrase

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the most straightforward way to introduce a problem
The main issue is...
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said to introduce the main problem you have; implies that there may be other, minor problems that need to be discussed
I'm concerned about...
phrase

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used to introduce a matter that you are having troubles with or worries about
There's something I need to talk to you about.
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a way to invite someone to a serious conversation to discuss personal matters
We need to talk.
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said when there is a serious problem to talk about
What bothers me is...
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said to address something that is troubling you
There's something I need to get off my chest. / I got to get this off my chest.
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said when you want to tell someone about something that's bothering you, making you feel guilty, or in general just something that you need to disclose
I'm having a hard time with...
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said to express that you are having difficulty with something and may need assistance
I've had it up to here with...
phrase

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said when you are completely annoyed or frustrated about something or have reached the limits of your patience, resulting in the need to address the problem
I can't stand...
phrase

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used when you want to point out something that you extremely dislike and cannot put up with, hence the need for it to stop
...is giving me a headache.
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not meant literally; used to say that something is giving you troubles or making your situation difficult
...is getting on my nerves.
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said when you are feeling annoyed and bothered by someone or something
I'm in trouble.
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a direct way of saying that you have a problem that you need help with; often denotes the problem is serious
I'm short on cash. / I'm a little short.
phrase

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means that you don't have enough money to pay for something
I have a lot on my plate. / I have so much on my plate.
phrase

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means you have a lot of things to do, are very busy, or just have a lot of problems to deal with