I remember in medical school being taught the difference between sympathy and empathy - a lot of people tend to use them as synonyms. In my line of work, when you empathize with someone, it means that you can feel what they are feeling. For example, if they have some type of cancer, and you've had that exact type of cancer, you can feel something similar to what they must be going through and you "empathize." If you feel sympathy for someone, then it's more that you understand, or try to understand as best you can, what the person is going through but you may not feel or have not felt that way yourself. In my opinion, it's very difficult to empathize with someone unless you've gone through a very similar process or situation that they're going through.
Having said all this, I highly empathize right now with all the 9 month pregnant ladies out there who like to deliver soon. :)