There's no way telling a lie can make someone feel better, because the situation will even become once when the truth comes out. If you have to protect someone, the least you can do is filter the information you give to the person so that he or she doesn't have to get hurt. In some rare situations I believe omitting some information is the only reasonable thing to do.
Lying should not make you feel better, Kayla, it should make you feel bad. You might have a moment of relief that you have gotten yourself out of a bad spot, but very soon after that, you should start feeling really bad.
Good people do not make their way through life by telling lies. Good people stand up straight and take what's coming to them.
When you conduct yourself with honor and face the consequences of your own actions, you will be amazed at how much you will start to respect yourself. This is one of the ways that people earn true self-esteem. Self-esteem does not come from people telling you that you are good. True self-esteem comes from doing what is right and KNOWING you are good.