The Christian life is a journey to the greatest joy that exists. But "the way is hard that leads to life, and those who find it are few" (Matthew 7:14). Why is that? Because, paradoxically, in order to pursue our greatest joy, we must deny ourselves.
For whoever would save his life will lose it, but whoever loses his life for my sake and the gospel's will save it. For what does it profit a man to gain the whole world and forfeit his soul? For what can a man give in return for his soul? For whoever is ashamed of me and of my words in this adulterous and sinful generation, of him will the Son of Man also be ashamed when he comes in the glory of his Father with the holy angels. (Mark 8:35-37)
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Two brief summary observations from this account:
First, the Christian life is hard; sometimes agonizing. We shouldn't be surprised (1 Peter 4:12). It's hard because denying our fallen selves is hard. Any death is hard, some much more than others. But it's designed to be that way. Our lives are our most precious earthly possession. Nothing displays the worth of Jesus more than our willingness to give away our lives (in small and large ways) for his sake.
Second, the only things that Jesus asks us to deny ourselves of are what will rob us of eternal joy. Like Moses in Hebrews 11:25-26, we are called to deny ourselves the passing pleasures of sin and consider the reproach of Christ greater wealth than the world's treasures. How? By looking to the reward! I'll sum it up in some lyrics I wrote in a song for my oldest daughter years ago:
There's joy beyond your wildest dreams if you will just believe
This aching thirst for joy you feel God only can relieve.
And that eternal life is what's in store
For all who will believe that only he's worth living for.
(DG website: www.desiringgod.com)