Romans 5:3-5 – Not only so, but we also rejoice in our sufferings, because we know that suffering produces perseverance, perseverance produces character, and character, hope.  And hope does not disappoint us, because God has poured out His love, into our hearts by the Holy Spirit, whom He has given us.
Life has a Christian can be challenging and hard sometimes.  But it is with those challenges and hardships that we produces in us perseverance and Godly character.  Without these challenges, it is impossible for any growth in our character and development as Christians.  By allowing us to be “put to the fire”, the pressure and heat of our trials melts away any imperfections we possess.  As long as we keep our focus on Jesus Christ as we face trials, He will carry us through to the end.  We must persevere for the reward that lies ahead.  Giving up too early has serious and eternal consequences. 
As we persevere, we will develop character that cannot be bought with a price.  It must be earned through sweat and tears.  To use martial arts as an example, no one can say they are great fighters that have never stepped into the ring to fight.  With the pressures of competition or training, the imperfections of your fighting skills are exposed and removed as you learn what works and what does not.  The same is true as Christians.  When we face the pressures and resistance in front of us, and contemplate the cost of it all, as long as we persevere, we will become more like Christ and finish our fight victoriously!
James 1:2 – 4 – Consider it pure joy, my brothers, whenever you face trials of many kinds, because you know that the testing of your faith develops perseverance.  Perseverance must finish its work so that you may be mature and complete, not lacking anything.