3 The other saints also, who had a like confidence in God, accepted a like probation with gladness, as Job said, 'Blessed be the name of the Lord.' But the Psalmist, 'Search me, O Lord, and try me: prove my reins and my heart. ' For since, when the strength is proved, it convinces the foolish, they perceiving the cleansing and the advantage resulting from the divine fire, were not discouraged in trials like these, but they rather delighted in them, suffering no injury at all from the things which happened, but being seen to shine more brightly, like gold from the fire, as he said, who was tried in such a school of discipline as this; 'You have tried my heart, You have visited me in the night-season; You have proved me, and hast not found iniquity in me, so that my mouth shall not speak of the works of men. ' But those whose actions are not restrained by law, who know of nothing beyond eating and drinking and dying, account trials as danger.
They soon stumble at them, so that, being untried in the faith, they are given over to a reprobate mind, and do those things which are not seemly. Therefore the blessed Paul, when urging us to such exercises as these, and having before measured himself by them, says, 'Therefore I take pleasure in afflictions, in infirmities.' And again, 'Exercise yourself unto godliness. ' For since he knew the persecutions that befell those who chose to live in godliness, he wished his disciples to meditate beforehand on the difficulties connected with godliness; that when trials should come, and affliction arise, they might be able to bear them easily, as having been exercised in these things.
For in those things wherewith a man has been conversant in mind, he ordinarily experiences a hidden joy. In this way, the blessed martyrs, becoming at first conversant with difficulties, were quickly perfected in Christ, regarding as nought the injury of the body, while they contemplated the expected rest.
Source: Letters (New Advent)