The Apostle Paul lays it out there. Christians will suffer, but he is pleased that the Thessalonian Christians are remaining strong in their love, and not denying their faith in Christ. This is an explicit warning, to embrace Christian suffering, and not to expect immediate deliverance from it.
Romans 5
1 Therefore being justified by faith, we have peace with God through our Lord Jesus Christ:
2 By whom also we have access by faith into this grace wherein we stand, and rejoice in hope of the glory of God.
3 And not only so, but we glory
(same word, rejoice) in tribulations also: knowing that tribulation worketh patience;
4 And patience, experience; and experience, hope:
5 And hope maketh not ashamed; because the love of God is shed abroad in our hearts by the Holy Ghost which is given unto us.
I think we as Christians have lesser fear of suffering after having suffered. Because after some greater suffering we see the reality of this passage. We can endure knowing that just as God was there for us in His love for us when we suffered, so we can can know He will always be there for us.
There's a song from Urban Rescue I just love, Provider, "Until the oceans run dry my God is my Provider. And though my heart it may fail, Your love will light the way". Seeing His love in the deepest dark night liberates us from fear of suffering, and from the future, and shows us the love of God.
1 Peter 1
6 Wherein ye greatly rejoice, though now for a season, if need be, ye are in heaviness through manifold temptations:
7 That the trial of your faith, being much more precious than of gold that perisheth, though it be tried with fire, might be found unto praise and honour and glory at the appearing of Jesus Christ:
Better translation, I think, "that the proving of your faith". Manifold temptations/testings/peirasmos prove your faith is genuine. God already knows your faith. You are tested to prove your faith to . . . you.
Leading you to walk more in your faith. To realize that it truly is by faith we live. And therefore to go and live by faith.
"but with every temptation/testing/peirasmos has provided a way out", that is, a particular "haven from the storm" as the word was used. A way out. With every temptation/testing God has a certain exit in mind already. A certain destination this particular test is supposed to carry us to.
Our job is to endure the suffering, or whatever contrary situation we find ourselves in, or whatever lust of the flesh, to endure without sin. And we do this by knowing that Jesus will give us everything we need. When I'm trusting that Jesus is in control, and that He loves me, and that He is caring for me, I rest in Him, while still living life, including dealing with whatever is the source of suffering. But without sin, which is "without taking matters into my own hands", I've got to do something! I can't stand this! If this doesn't stop . . . ! These are all doubt and fear, which is from the flesh.
We endure, and wait to see His deliverance. Some of His dearest gifts in this life come through much suffering. The dearest I think!
Much love!