Colossians 1:24, Now I rejoice in my sufferings for your sake, and in my flesh I am filling up what is lacking in Christ’s afflictions for the sake of His body, that is, the church.
Rejoicing in one’s suffering is an odd concept. Yet it is not so odd when one considers for whom one is suffering. Paul was not a masochist. Suffering in and of itself did not bring him pleasure; this is not the kind of rejoicing Christianity speaks of. Rather than despairing in his suffering, Paul rejoiced in it because he suffered for the sake of his Colossian brethren, ultimately for the sake of Christ. Paul was not suffering for himself; if he did suffer for himself, it is doubtful he would rejoice in it.
Neither did Christ suffer for Himself. Of course, He did not enjoy being flogged, mocked, spat upon, and nailed to the cross; but He rejoiced in His suffering because He completed what He came to earth to do: to save us from damnation.
If I suffer for an arrogant opinion, I do not rejoice in my suffering; indeed, I cannot. If I suffer for my brethren and for Jesus’ sake, however, I rejoice in spite of its displeasure because to suffer for Christ’s sake means I am doing something right. To rejoice in suffering is none other than to say, “Bring it on! I have Christ on my side. What can you do to me” (cf. Psalm 56:11)?
The Lutheran Column 