We can only feel true empathy with someone when we've gone through the same thing as they have.
At least that's how I see it.
Take addiction for example. As someone who has never smoked, I cannot truly be aware of how difficult quitting smoking is. I know that nicotine is highly addictive, and I understand that quitting smoking is hard, but I cannot feel how it is to crave a cigarette; it is something I simply have no true grasp of, because I have never had to deal with the feeling of craving a cigarette.
I came to realise this when reading an essay on pain, where the following was quoted:
"To have great pain is to have certainty; to hear that another person has pain is to have doubt"
and I think this not only applies to pain, but all feelings a person can experience.
This is actually similar to the bat problem by Thomas Nagel: "What is it like to be a bat?" In short, he argues that as humans, we can never truly know, simply because we aren't bats. We can imagine flying, or sleeping upside down, but we cannot truly feel what it is to be that creature.
If we apply the same to other experiences, even ones we can experience, we could assume that we cannot feel something that has not befallen us at any point before, and since empathy means that we feel along with someone else's hardships, feeling true empathy with someone because they are going through something that we have no personal life experience with may very well not actually be possible.