Listen to a bit of what Paul went through when He lived out his life in service to God:
"In journeyings often, in perils of waters, in perils of robbers, in perils by mine own countrymen, in perils by the heathen, in perils in the city, in perils in the wilderness, in perils in the sea, in perils among false brethren; In weariness and painfulness, in watchings often, in hunger and thirst, in fastings often, in cold and nakedness." (2 Corinthians 11:26-27)
And David: "If I make my bed in hell, behold, Thou art there." (Psalm 139:8b)
Can I say that I've even experienced a tenth of what they went through? Absolutely not. Really, I'm in no position to compare myself to anyone, let alone Paul or David. It's taken years to undo that grasping paradigm of peer-oriented centeredness. And I thank God for it. But I know that if I truly submit to God's leading for my life, the road may indeed get rocky and bumpy and strewn with roadblocks and potholes. Smooth sailing (driving, whatever) may very well be a sign that I'm on the wrong track.
Look at any culture the world over, from time immemorial. The slow slide to decadence and ruin begins with a glut of blessing for which there is not commensurate response in gratitude and worship and service.
"My brethren (and sisters), these things ought not so to be." (James 3:10)
One of the most poignant quotes that I've made my own says something to the effect, "don't seek out suffering, but don't reject it." I'm sure I could find the person to give them proper credit for the quote, but (no offense) as applied to the Christian, it should go without saying. God does not call us to be spiritual masochists, enjoying pain for its own sake. Jesus, it says, "who for the joy that was set before Him endured the cross, despising the shame" (Hebrews 12:2, emphasis mine). If we sought out suffering, that would mean that we knew what it took to make us into...what? What we think we should be? Isn't that the thing that Jesus puts His finger on when He recreates us? That. (He points to our pride, our me-centeredness.) Give that to me. There are areas, and there always will be, in me that need to be turned over to Him for evaluation. Am I saying that I'm a follower of Christ, but not submitting to Him that which He'd desire to see? Of course He sees it, but He needs me to do it willfully. Then again, if I approach Him, thinking the worst, that all He wants to do is make me suffer, I have a highly skewed concept of just who Jesus is. "Don't reject suffering, but don't seek it out."
"He hath shewed thee, O man (and woman!) what is good; and what doth the Lord require of thee, but to do justly, and to love mercy, and to walk humbly with thy God." (Micah 6:8)
If obeying any of those three things spoken of in Micah takes us through the perils of Paul, the dungeons of David, the suffering of Jesus, or even hell itself, God promises that He'll be with us. That's the key of suffering. That's the lesson to be learned through any hardship. Forget the pain, forget the torment, you won't even "smell of fire" (Daniel 3:28). The test (and the answer) of any hardship is to know Jesus through it. For when you submit to the difficulties, you are well equipped to help others for whom "sin lieth at the door" (Genesis 4:7). This is axiom. And this is what Paul was trying to say to the Corinthians. He'd been tested and he passed. He was too humble to say it without adding the caveat "(I speak as a fool)" (2 Corinthians 11:23), because it wasn't about the suffering, it's about you. And God.
"For unto you it is given in the behalf of Christ, not only to believe on Him, but also to suffer for His sake." (Philippians 1:29)
"When thou passest through the waters, I will be with thee; and through the rivers, they shall not overflow thee: when thou walkest through the fire, thou shalt not be burned; neither shall the flame kindle upon thee." (Isaiah 43:2)