The Cross, the Gospel and Sanctification

I have found, that due to my propensity to want comfort and avoid pain, I am inclined towards misidentifying crosses, persecutions and thorns in the flesh. I think them all cruel messengers of Satan when many are God's tools to sanctify. The Gospel first must kill me, then I can really live by faith in Jesus who died in my place. It is not I who live, but Christ lives in me. (See Gal. 2:20)