Praise be to Allah, and may peace and blessings be upon the Messenger of Allah. To proceed:
Praise Allah تعالى for the blessing of steadfastness in religion, and do not think that being tested means that Allah تعالى does not love you or that your commitment to religion has caused your misery. The Prophet ﷺ said: “Indeed, Allah, the Almighty and Majestic, gives this world to those He loves and those He does not love, but He grants religious commitment only to those He loves.” Remaining firm upon your religion is therefore a tremendous blessing for which you should be grateful.
This world is an abode of trials and tests. Allah تعالى says: “And We test you with evil and with good as a trial, and to Us you will be returned.” [Al-Anbiya: 35] The believer knows that whatever Allah decrees for him contains some good, even if it appears painful on the surface. The Prophet ﷺ said: “How wonderful is the affair of the believer! Indeed, all of his affair is good, and this is not the case for anyone except the believer. If something good happens to him, he gives thanks, and that is good for him; and if something harmful happens to him, he is patient, and that is good for him.” Narrated by Muslim.
Steadfastness in religion is not a cause of misery; rather, it is the path to true happiness. Allah تعالى says: “Whoever does righteousness, whether male or female, while being a believer, We will surely grant them a good life.” [An-Nahl: 97] And He سبحانه says: “Whoever follows My guidance will neither go astray nor suffer misery. But whoever turns away from My remembrance will certainly have a difficult life.” [Ta-Ha: 123–124]
A good life does not mean that a person will be free from illness, problems, and calamities. Rather, its true essence is peace of heart and a strong connection with Allah. The prophets, who were the best of creation, were also tested. The Prophet ﷺ said: “The people who are tested most severely are the prophets, then those most like them, then those most like them.” Trials may also become more severe in proportion to the strength of one's religion. In a hadith, it is stated: “A man is tested according to his religious commitment.”
Therefore, do not compare yourself with people who are less committed to religion and ask: Why do they live comfortably while I am being tested? Worldly prosperity is not proof that Allah loves someone, and hardship is not proof that He hates them. Rather, a trial may be a means of expiating sins, raising one's rank, increasing supplication and one's sense of need for Allah, and opening doors to goodness that a person may not recognize at first.
What you must do is remain patient and steadfast in your religious commitment, think well of Allah, avoid objecting to His decree or entertaining negative suspicions, and increase your supplications. Among the beneficial supplications is the prayer of Ayyub (Job), peace be upon him: “My Lord, indeed adversity has touched me, and You are the Most Merciful of the merciful.” [Al-Anbiya: 83] This should be accompanied by certainty in Allah's mercy, without becoming impatient for an answer, and by maintaining the prescribed remembrances of Allah.
Among the greatest things that help a person remain patient are reading the biographies of the Prophet ﷺ and the other prophets, reflecting on the reward promised to those who are patient, and remembering that no matter how long a trial lasts, it is temporary, and that the ultimate outcome is for the believers. One beneficial book on this subject is ‘Uddat al-Sabirin wa Dhakhirat ash-Shakirin (The Provision of the Patient and the Treasure of the Grateful), by Ibn al-Qayyim, may Allah have mercy on him.
So remain steadfast in your religion, and do not allow trials to become a reason for abandoning your commitment. Instead, make them a means of increasing your patience, supplication, and turning to Allah. Trust that Allah تعالى is more merciful to you than you are to yourself, and that whatever He has decreed for you contains wisdom and goodness, even if you cannot perceive it at this time.
And Allah تعالى knows best.