Missed Payments, risks??

We simply cannot afford our mortgage payment. It's a new mortgage, about 5 months old, and the payment is about $1600. We started with Guild Mortgage and they immediately sold it to North Dakota Finance Agency, which surprised me! But I guess that's common?? I realized a couple months in how the $1600 is not sustainable for us with everything else that came up unexpectedly, and so I called them but they said I have to miss payments before they will talk about altering our payment amount. How dangerous is it to us to miss a few payments and then request a permanent payment modification? I hate to do that, but they pretty much said that's the only option. We moved here because we were under the impression that cost of living was lower, but it DEFINITELY isn't. Groceries are way higher especially, and there are more issues I don't want to mention and potentially dox myself, but basically we are having to literally bleed ourselves dry just to get this place liveable. House was not as described, but that's a different issue we are working on. I'm not worried about my credit score in the least. It's pretty high already and we already have a home so I'm not worried about it going down for now, I'm worried we will miss one payment and get immediately evicted or something. How does it work? And I guess my question is how close to the sun can I fly before I get burned?? I feel awful about the whole thing, but am getting into desperate territory. I'm not set on doing this, but just want all the info to make an informed decision.