First off, watch some fan videos, to remind you of the happy times Finchel, Klaine, Brittana and Wemma have had, so you feel slightly happier and maybe more in your own little world before the episode starts, so you maybe feel less upset when the harsh reality hits you that they are all probably gonna break up.
Secondly, you need to have multiple items of comfort when your watching the episode.
Comfort item number 1: Tissues, of course. To wipe your tears
Comfort item number 2: Ice cream. There isn’t much I can say about this besides have a giant spoon
Comfort item number 3: Chocolate. Not to eat, to throw at the tv, like Elle did in Legally Blonde
Comfort item number 4: Blanket. To cuddle up in because you don’t have a boyfriend or girlfriend
Comfort item number 5: A picture of your favorite Glee couple that could break up. Stroke the picture and tell it everything will be okay.
After the episode, watch the emotional, intense parts over and over until you can stop crying and then very carefully analyze the conversations until you’ve come to a theory on how the couple will get back together and or stay together. I hope this comes in handy because I sure need it.