To the angel of the church in Smyrna write: These are the words of him who is the First and the Last, who died and came to life again. I know your afflictions and your poverty--but you are rich! I know about the slander of those who say they are Jews and are not, but are a synagogue for Satan. Do not be afraid of what you are about to suffer. I tell you, the devil will put some of you in prison to test you, and you will suffer persecution for ten days. Be faithful, even to the point of death, and I will give you life as your victor's crown.
Whoever has ears, let them hear what the Spirit says to the churches. The one who is victorious will not be hurt at all by the second death.
~ Revelation 2:8-11
This letter is the second to a church that prided itself on its close alignment with Rome. Two things about this city made it difficult to live as a Christian: the large Jewish population spreading lies about the Christians and the Romans hatred of Christians. As such, the Christians living in the city were constantly under persecution, both verbal and physical. And yet, they were rich! But this wealth does not imply a wealth of possessions or money here on earth (recall that Jesus hates the rich of this world, Matthew 6:24, 19:24), but rather they have an abundance of the Spirit within them.
The members of the church in Smyrna do not lack in their faith or in their works, and in that regard are very pleasing to God. But where Jesus finds fault in them is fear that under enough persecution and abuse, they will renounce their faith in order to have a better life. 1 Peter 13-22 is all about how standing strong under persecution and remaining faithful is good. For Jesus went through the ultimate persecution, and he gave his life on the cross because of the persecution of Jews. We are called to live as Jesus did, and this includes remaining strong in the face of persecution, even to the death. Revelation 6:9 tells us that those who are killed defending their faith, the martyrs, will be given a white robe, a distinct symbol that those who remain strong will be rewarded appropriately.
But we are also told that our suffering is limited; the letter says we will be tested by Satan for ten days. While this may not mean the same exact thing to us now (ten-day imprisonment may have been a common punishment in Smyrna) it means the same thing in that the persecution is finite. Even to the point of death, the suffering is finite, because if our names are in the Book of Life, then Satan cannot touch us after death. We will not be hurt at all by the second death, the lake of fire that is Hell. And to show that we have been faithful, by God's grace, we will be given eternal life as our victor's crown.
In Philippians 3, Paul paints a great picture of his life and how he has had to suffer for Christ. Verses 10-11, "that I may know him and the power of his resurrection, and may share his sufferings, becoming like him in his death, that by any means possible I may attain the resurrection from the dead." Like I keep saying, we have been called to live like Jesus, and no less. In this right, we should rejoice in persecution in the name of Jesus, because it means that we get to live our lives closer to that of Jesus!
So while you should not engage in activities looking to suffer, for to do such takes the glory away from God and turn it on you so that you can show the world what you have suffered, you should always have your hearts prepared to deal with it. Remain strong in the Word and in prayer, so that if your beliefs are tested your faith will not falter at all.