When we enter into an intimate relationship with someone we share life. We experience shared joy as well as shared suffering.
In 1 Peter 4:12 Peter tells us;
"Dear friends, do not be surprised at the painful trial you are suffering, as though something strange were happening to you. But rejoice that you participate in the sufferings of Christ, so that you may be overjoyed when His glory is revealed."
If we desire true intimacy with Christ we should not be surprised when we suffer. Depression is horrible and we struggle to describe the intensity of our suffering to others. I believe that Christ suffered far more on the cross in bearing the weight of our sin and experiencing separation from the Father. The depth of His suffering is beyond our comprehension.
If the purpose of our trial is that Christ is drawing us into a more intimate relationship with Himself then it may even be possible to find joy in our suffering.
Paul also relates his desire for intimacy with Christ through suffering.
In Philippians 3:10 Paul says;
"I want to know Christ and the power of His resurrection and the fellowship of sharing in His sufferings..."
Paul wants intimacy with Christ and he says that in order to experience the power of the resurrection in our lives, we must first experience the suffering.
There is no suffering we can experience with which Christ is unfamiliar. I consider it an honor that Christ would call me to share in His suffering in order to draw me into a more intimate relationship with Him. This understanding can be quite difficult to maintain during dark times, but it is that truth that gives me hope in my suffering.