God's Sovereign Choice

I have been going through the book of Romans and really trying to take more time and think about what Paul is saying. I came across Romans 9. This chapter, for the first time, hit right at home with me. I do understand that their are many different opinions, namely two main ones, in regard to God's sovereignty and his iresistable will and his election. I used to believe firmly that God could not just choose some, but that everyone had to have a choice in order for salvation to be fair. Yet, throughout scripture I am confronted with verse after verse and passage after passage supporting the fact that God does in fact choose those whom he called and draws them with his irresistable will. Just as verse 14 states, "I will have mercy on whom I have mercy, and I will have compassion on whom I have compassion." I find myself frustrated at times, trying to see the other point of view even thoough I used to share it with them a few years back. It seems so clear to me. Is it normal to be frustrated like I am over such a matter?