We live in capitalism, its power seems inescapable – but then, so did the divine right of kings. Any human power can be resisted and changed by human beings.
There's little that's legitimately out of your control. Of course, I don't mean 1 person can topple Capitalism or anything, but 1 person can set up a union, join a protest, or set up a co-operative farm, educate others, or make meaningful grassroots change.
1 person can make a big difference in the lives of the people around them.
One person can do something, but one person can't do everything. If you are already running a farm co-op, leading a union, or so on, you simply don't have the time to address the hundred other things you can see in the news in a single day. The point still stands, you can't control everything, so even if you are making change on one or two points, you have to avoid being angry about the hundred other things you cannot.
Yeah voting is largely useless. But the gallows don't happen without a revolution, which doesn't happen without people getting in the streets (protest).