Luther on 1 Peter 4:12

    Beloved, do not be surprised at the fiery trial when it comes upon you to test you, as though something strange were happening to you.
(1 Peter 4:12 ESV)

The Scriptures are accustomed to illustrate what we call suffering, by burning or trial by fire. This is St. Peter's conclusion, that we should not suffer ourselves to be surprised, or to think it strange and wonderful that the heat or fire should meet us, whereby we are tried, just as gold is when it is melted in the fire. When faith begins, God does not neglect it; He lays the cross upon our back in order to strengthen us and make our faith mighty. The Gospel is a powerful word, but it cannot enter upon its work without opposition, and no one can be sure that it possesses such power, but he who has experienced it. Where there is suffering and the cross, there its power may be shown and exercised. It is a living word, and therefore it must exercise all its energy upon the dead. But if there is no such thing as death and corruption, there is nothing for it to do, and none can be certain that it possesses such virtue, and is stronger than sin and death. Therefore, he says, are you tried; that is, God appoints for you no flame or heat (in other words, cross and suffering, which make you glow as in a furnace), except to try you, whether you rely upon His word. Thus it is written, Wisdom x., of Jacob, "God appointed for him a severe conflict, that he might learn by experience that divine wisdom is the strongest of all things." That is the reason why God imposes the cross on all believers, that they may taste and prove the power of God which through faith they have possessed. 

Luther, Martin (2009-10-04). The Epistles of St. Peter and St. Jude Preached and Explained (Kindle Locations 2031-2039). Public Domain Books. Kindle Edition.