Just because you are a Christian does not mean that God exempts you from the suffering of this world anymore than He exempted His Son.  Suffering and difficulty is not a sign of sin in our lives or a lack of faith.  For the apprentice to follow the Lamb is to follow the sufferings of the Lamb.  Know as you enter His sufferings that He has already entered yours.  He will not leave you.  He will develop you through your life experiences, even the bad ones.

“Therefore, since Christ has suffered in the flesh, arm yourselves also with the same purpose, because he who has suffered in the flesh has ceased from sin, so as to live the rest of the time in the flesh no longer for the lusts of men, but for the will of God.” 1 Peter 4:1-2 (NASB)