Paul says an unusual thing in 2 Corinthians 1:4,5. "[God] comforts us in all our troubles, so that we can comfort those in any trouble with the comfort we ourselves have received from God. For just as the sufferings of Christ flow over into our lives, so also through Christ our comfort overflows."
What does it mean that the sufferings of Christ overflow into our lives? Isn't faith our ticket to health and prosperity? Didn't Christ suffer so we wouldn't have to?
While it is true that Christ's sacrifice on the cross spares us from suffering the wrath of God, it is not God's will to spare us all suffering. Verse 4 makes it clear that when we are troubled, and are comforted by God, that should prepare us to comfort others. So the notion that faith should make us always successful, never experiencing any major ailments or disappointments doesn't come from the Scriptures. Peter tells us too that trials come to refine our faith, and that when they come, we should not be surprised as though something weird were happening. 1 Peter 1:6-7, 1 Peter 4:12.
We all want a comfortable existence, and we know God has the power to give us one, so it is probably all too natural that we should hope and wish for comfort with no trials. But trials and suffering are something God has for us: to refine our faith, to encourage us to trust Him, as we experience His comfort in our trials, and to enable us to comfort others.
A couple of years ago I re-read Hinds Feet in High Places. In the allegory, Much-Afraid's two companions are Sorrow and Suffering, and the three go through many painful moments before Much Afraid gets her hinds feet. When I first read this in college, I remember hoping that I wouldn't be one of the few that had to learn character through sufferings. Because surely that only applied to a few people, right? Coming back to the book years later, while I have not suffered in any dramatic way (no chronic illnesses, no tragic bereavements), I have known lots of disappointments, and the message seems a lot more relevant to me.
Another thought -- we're often told, both implicitly and explicitly, to not focus on our own problems but to focus on the problems of others. Certainly good advice, but perhaps Paul would modify that slightly. We should present our problems to God -- not because they are worse than anything anyone else goes through, or more important than what others go through, but because when we do and receive comfort from God, we will be better equipped to comfort others. Perhaps to say "my troubles are nothing compared to so and so's heartaches" can come out of pride. I won't admit my weaknesses, I will minimize my weaknesses, and just care for others because I am OK -- might that be prideful, not godly?