No, it isn't necessarily wrong to yearn for heaven, particularly when life's burdens press upon us. The Apostle Paul looked forward to the day when God would take him to heaven, because in this life "we groan and are burdened, because we do not wish to be unclothed but to be clothed with our heavenly dwelling" (2 Corinthians 5:4).
But God has a purpose in keeping us here until that day when He does take us to heaven. Sometimes it's hard to see what that purpose is -- but He can be trusted, and He has not abandoned us. I think, for example, of people I've known over the years who were going through great difficulty -- but their faith was strong, and even in the midst of pain or disability they were cheerful and concerned about others. They may not have realized it but their example was an encouragement to others -- including me.
Never forget: God is with us no matter what comes our way, if we know Christ. His promise is true: "Never will I leave you; never will I forsake you" (Hebrews 13:5). When hard times come (and they come to us all), ask God to give you His peace and His joy.
In addition, ask God to help you point others to Christ, and to the hope we have in Him. He is with us now -- and ahead of us is heaven, because of Him.