Salvation isn't a fairy tale. It's not like from the moment you receive Christ, you live happily ever after and never face any hardships in life. No—in fact, Jesus promised, "In the world you will have tribulation" (John 16:33). But then He continued, "But be of good cheer, I have overcome the world."
In Romans 5, the apostle Paul said, "We also glory in tribulations, knowing that tribulation produces perseverance" (v. 3), among other things. To persevere simply means to bear up under a trial, hardship, or difficult circumstance. Job is a classic example of somebody who persevered.
As James wrote, "You have heard of the perseverance of Job and seen the end intended by the Lord—that the Lord is very compassionate and merciful" (James 5:11). Job didn't understand why he was going through horrible things, but he persevered nonetheless—and you can, too. It all depends on your attitude toward two things: the will of God and the Word of God.
First, you must pursue God's will. In Job 23, Job said, "My foot has held fast to His steps; I have kept His way and not turned aside" (v. 11). Job was not an Alka-Seltzer believer who made a big splash and then fizzled out. He basically said, "Whether God strokes me with blessings or strikes me with blows, I'm going to follow Him and pursue His will for my life."
This dovetails into a passion for God's Word. "I have not departed from the commandment of His lips," Job continued. "I have treasured the words of His mouth more than my necessary food" (v. 12). God's Word was his nourishment. Is it yours? Here's the thing: unless you are consistently being exposed to the truth of Scripture, whatever else you're hearing day in and day out will take over in terms of influence. So keep feeding on truth. Keep reading the Word. When you persevere in this, you'll find that you're able to persevere in whatever situation you're facing, because you'll be able to turn to a promise of Scripture that holds you firm.
Now, persevering through tough times isn't just a matter of gritting your teeth and bearing it, because Paul said that we "glory in tribulations." That means you can look your trials in the face and say, "Thank God for you," because there's purpose to them: they're working character and depth into your life, and besides that, heaven is on the other side.
So maybe instead of praying for a lighter load, you should be praying for a stronger back. If your way was always smooth, you'd be a pretty worthless, flabby believer. Continue to stick with it and keep walking. Sometimes the only way out is through (see Psalm 23:4).
I love what Samuel Rutherford wrote: "Why should I start at the plough of my Lord, that maketh deep furrows on my soul? I know He is no idle husbandman, He purposeth a crop." In other words, God digs deep, and it can be painful, but He's planting something that will produce a crop. I pray that the Lord would give you grace to persevere in the face of your circumstances as He digs deep to grow that crop in your soul.