David Platt answers this well in his book Radical:
We so often think “If it’s dangerous, God must not be in it. If it’s risky, if it’s unsafe, if it’s costly, it must not be God’s will.” But what if these factors are actually the criteria by which we determine if something is God’s will? What if we began to look at the design of God as the most dangerous option before us? What if the center of God’s will is in reality the most unsafe place for us to be?
I have no idea where this idea came from that God’s will is for us to always be maximally comfortable and secure in this world. If you read the New Testament, that’s the last idea you would come away with. “If anyone would come after me, let him deny himself and take up his cross daily and follow me. For whoever would save his life will lose it, but whoever loses his life for my sake will save it” (Luke 9:23-24). Jesus’ statement here did not just apply to his first disciples. It applies today, to all of us.