Hebrews 2:18 KJV
For in that he himself hath suffered being tempted, he is able to succour them that are tempted.
It is obvious from this verse that it is not God's will to relieve us of all temptations and difficulties in this life but to comfort and succour us as we go through them.
Gill writes that these temptations are:
"... partly on his own account, to show his grace, power, and faithfulness in supporting under them, and in delivering out of them; and partly on his Son's account, that they might be like unto him, and he may have an opportunity of succouring them, and sympathizing with them; and also on their own account, to humble them, to try their faith, to excite them to prayer and watchfulness, and to keep them dependent on the power and grace of God"
Believers must learn to trust in the Lord. We must come to understand that the difficulties of life are all meant for God's glory and become convinced that His glory is much to be preferred over our ease.