If you are in a deep red state, it will seem that your vote won’t matter. Because it mostly won’t. However, the way States vote changes over time. The closer the vote totals in a State, the more likely the National Democratic Party is to invest resources into building up and promoting candidates in those States. That sort of thing can shift the needle, if slowly. Keep in mind that California voted Republican from '68 to '88 (source) but shifted over time.

It sucks to vote and feel like you’re just pissing in the wind. But, each vote moves the needle just a bit more and maybe, eventually, things will swing.