I say yes to everything and I am exhausted and quietly resentful about it. Is it actually okay for a Christian to set limits?

“And Moses' father in law said unto him, The thing that thou doest is not good. Thou wilt surely wear away, both thou, and this people that is with thee: for this thing is too heavy for thee; thou art not able to perform it thyself alone.”

Moses had been judging Israel's disputes alone from morning until evening. His father-in-law Jethro watched for a single day and told him plainly that what he was doing was not good and would wear him out. The rebuke is not for laziness, it is for over-functioning. Even the man carrying an entire nation was told to hand work to others, because a person who never stops eventually helps nobody well.

“And he withdrew himself into the wilderness, and prayed.”

Luke is writing an ordered account of Jesus' ministry, and he notes that as the crowds grew, Jesus withdrew to lonely places to pray. Not once, as a settled habit. There were still sick people in those towns when he left them. If the one person who could genuinely have helped everybody chose limits and time alone with the Father, then limits are not a failure of love.