Self-inflicted suffering has no value. Christians can become obsessed with suffering, and seek opportunities to suffer. Some even beat their own bodies. This is wrong, because suffering in itself is not virtuous. Only if it is used to glorify God does it have value. Thomas Merton says that although prayer and sacrifice require each other, premature martyrdom is only inverted egotism.
It would be more sincere and more religious to eat a full dinner in the spirit of gratitude, than to make a sacrifice of part of it with the feeling that one is suffering martyrdom. Self chosen sacrifices are nearly always inferior to those unasked for ones which the situation throws in the way (T Merton, The Contemplative Life, p.22).I am amazed by the number of Christians, who assume that things going wrong is a sign that they are doing God's will. They assume that the devil is attacking them to stop them doing God's the right thing, even when making decisions about quite mundane things. This view gives too higher place to the devil and overates my importance to his schemes. Assuming that I deserve special attention from him is quite arrogant. This approach also under-rates the effectiveness of the spiritual protection that God has provided for his people.
Sometimes things to go wrong when we obey God. In Peter's case, this happened when he proclaimed the gospel and confronted the political powers (Acts 4), not when he was buying a new house. Things can go wrong when obey God, but that is just one possiblility. Things might be going wrong because we are ignoring God's will. Troubles are not a sign that we are in God's will. They can also be a sign that we do not understand spiritual protection.
Peter brings balance to this by warning that we can suffer for doing the wrong thing, just as easily as for doing the right thing.