Stress among adolescents in Western societies is becoming an issue of increasing concern, and the global trend of adolescents’ health shows a gradual deterioration that is independent of national differences and increases with age. The aim of this study was to explore the main concern of adolescents and about how they cope with demands in everyday life. Participants were 14–16 years old, and data were collected from three sources. A constructivist grounded theory was used as a method for generating a model of the adolescents’ description of how they cope with demands in their everyday lives. The main concern described by participants in this study was to strive to be successful and to succeed in the present and throughout their lives. We conclude that differences between girls and boys, in terms of coping with demands in their everyday lives, are important to consider in the development of health promotion initiatives targeted at adolescents.