No Pain, No Gain

For the moment all discipline seems painful rather than pleasant, but later it yields the peaceful fruit of righteousness to those who have been trained [Greek = gymnazo --> gymnasium] by it.
Hebrews 12:11

God, says this man, by doing the things that He is doing to you, is as it were putting you
into that spiritual gymnasium. He has you stripped, He is examining you, He knows exactly what you need. Now all you have to do is to submit to Him and do exactly what He tells you. Listen to the Instructor, go through the exercises, and if you do so it will give you 'the peaceable fruit of righteousness'. What does all this mean? Being interpreted it means this. The first thing we have to do is to examine ourselves and submit ourselves to the examination of God's Word. The moment any untoward [= unfavorable] event happens to us we must say: 'I am in the gymnasium. Something must be the matter. What has been going wrong? Where is my trouble?' That is the way the Christian should always react to any one of these things that happen. Is it illness, is it accident, is it a failure, is it a disappointment, is it someone's death? I do not care what it is, but on the basis of this teaching, the first thing I should say to myself is: 'Why has this happened to me, have I been going astray somewhere?' Read Psalm 119 and you will find the Psalmist says: 'It is good for me that I have been afflicted...' (Psalm 119:71) Before I was afflicted I went astray: but now have I kept Thy word' (Psalm 119:67). He had not realized that he had been slipping away but his affliction makes him think, and he says: 'I thank God for this, it is a good thing for me, I am a better man for it: I was going astray'. Therefore you and I should always in the first instance examine ourselves, and ask: 'Have I been negligent in my spiritual life, have I been forgetting God, have I become somewhat elated and self-satisfied, have I sinned, have I done any wrong?' We must examine ourselves, we try to discover the cause, we do it thoroughly. None of this as this man tells us is 'joyous', but we must search our life and examine ourselves to the very depths, however painful it may be, to see if there is some respect in which we have been going astray without our knowing it. We must face it honestly.

--Martyn Lloyd-Jones, Spiritual Depression: Its Causes and Cure, p. 255-256