As Christians we seem to ping-pong between the two poles of suffering and comfort. We feel guilty when we're too comfortable, and we feel exhausted and overwhelmed when we're suffering. Neither of those responses to our various situations are necessarily bad, but we just seem to be perpetually "not ok!" with where we are.
One of the leading thinkers about Christian suffering and how to navigate it, is Dr. John Piper. While going through suffering in his marriage, his health, and 30 + years of church ministry he experienced many difficulties. He would not put himself in the same category as martyrs and prisoners, but he has always had an uneasy conscience with living in America and being (relatively) free from extreme suffering.
That's why I'm glad someone asked him this question:
Am I doing something wrong when I am happy and content with life, or are there things I should be wary of? If I’m a Christian trying to glorify God, should I ever feel comfortable?”
There's great wisdom in his answer, and in his views on Philippians 4 and Ecclesiastes. Read, or listen to the whole thing: HERE