There are two types of suffering which are directly related to our Christianity. They are chastening and persecution.
God chastens us because we are His children and are being bad. It is a cause for lack of joy.
"And you have forgotten that word of encouragement that addresses you as sons: 'My son, do not make light of the Lord’s discipline, and do not lose heart when he rebukes you, because the Lord disciplines those he loves, and he punishes everyone he accepts as a son. Endure hardship as discipline; God is treating you as sons. For what son is not disciplined by his father? If you are not disciplined (and everyone undergoes discipline), then you are illegitimate children and not true sons. Moreover, we have all had human fathers who disciplined us and we respected them for it. How much more should we submit to the Father of our spirits and live! Our fathers disciplined us for a little while as they thought best; but God disciplines us for our good, that we may share in his holiness. No discipline seems pleasant at the time, but painful. Later on, however, it produces a harvest of righteousness and peace for those who have been trained by it'” (Hebrews 12: 5-11).
Persecution comes from the Enemy because of the name of Jesus and our righteousness. In every case, it is a cause for blessing, joy, and gladness (and more singing!).
"Blessed are those who are persecuted because of righteousness, for theirs is the kingdom of heaven. Blessed are you when people insult you, persecute you and falsely say all kinds of evil against you because of me. Rejoice and be glad, because great is your reward in heaven, for in the same way they persecuted the prophets who were before you" (Matthew 5:10-12).
God gives us clear direction for responding to persecution:
"Bless those who persecute you; bless and do not curse. Do not repay anyone evil for evil. Be careful to do what is right in the eyes of everybody. If it is possible, as far as it depends on you, live at peace with everyone. Do not take revenge, my friends, but leave room for God’s wrath, for it is written: 'It is mine to avenge; I will repay,' says the Lord. On the contrary: 'If your enemy is hungry, feed him; if he is thirsty, give him something to drink. In doing this, you will heap burning coals on his head'” (Romans 12:19-20).
The last part of this is a quotation from Proverbs 25:21-22, which adds, “and the Lord will reward you.”
We are not to curse, avenge, or return evil for evil. Vengeance is God’s business. We are to bless people, do right in everyone’s sight, live at peace, feed our enemies when they are hungry, and give them something to drink when they thirst. The Lord will reward us.
I see no exceptions to these commands. Do not try to get around them.
"Blessed are you when people insult you, persecute you and falsely say all kinds of evil against you because of me. Rejoice and be glad, because great is your reward in heaven, for in the same way they persecuted the prophets who were before you" (Matthew 5:11-12).
The temptation from the Enemy is to not believe in the reward in heaven and to not rejoice in pain now for something that will happen later. He tells us that even if our reward in heaven is certain, it is too far in the future or too long to wait, so we should compromise now and get rid of the persecution.
Do you believe Jesus, or do you believe the father of lies?
"For it is commendable if a man bears up under the pain of unjust suffering because he is conscious of God. But how is it to your credit if you receive a beating for doing wrong and endure it? But if you suffer for doing good and you endure it, this is commendable before God" (1 Peter 2:19-20).
Suffering unjustly and suffering for doing good are only commendable if you take the suffering patiently before God. Taking it impatiently receives no reward.
"In fact, everyone who wants to live a godly life in Christ Jesus will be persecuted" (2 Timothy 3:12).
"It is better, if it is God’s will, to suffer for doing good than for doing evil" (1 Peter 3:17).
You can suffer for doing good or for doing evil. Choose your suffering. Do you want to live a godly life?