It's frustrating. At least it's frustrating for me, when others -- especially people I care about -- don't believe the gospel.
Unbelief is normal
But unbelief should not be surprising. Spiritually dead souls are not able to respond to the Word of life.
Paul reminds us, The person without the Spirit does not accept the things that come from the Spirit of God but considers them foolishness, and cannot understand them because they are discerned only through the Spirit (1 Corinthians 2:14).
The Spirit’s intervention is super-normal
It's only when the Spirit works through his Word that dead souls are brought to spiritual life. It's only when the Spirit uses the explosive power of his means of grace that blind eyes are opened, that deaf ears can hear, that closed minds are unlocked. God promises, Faith comes from hearing the message, and the message is heard through the word about Christ (Romans 10:17).
The good news is the Spirit is always working through the Word. Even on Saul-like hearts that actively fight against the gospel (Acts 26:9-11). So the solution to the gospel-rejection of others is for us to continue to find ways to share the gospel with them.
Grace makes witnessing normal
This, too, is grace at work. God has not only provided us forgiveness and eternal life in heaven through his Son. He also empowers us to take hold of that gift and treasure its promises. We are saved by grace start to finish. Our unbelieving loved ones can only be saved by grace, by God's wondrous love for people who in no way deserve it.
That truth soothes my frustrations. That truth moves me never to despair of talking about Jesus with anyone.