The Bible clearly teaches that Christians will suffer.  It’s not a question of if, but a question of when.  2 Timothy 3:12 tells us, “all who desire to live a godly life in Christ Jesus will be persecuted” and 1 Peter 2:21 teaches us to be like Jesus in suffering, “For to this you have been called, because Christ also suffered for you, leaving you an example, so that you might follow in his steps.”

Suffering may come through sickness, persecution, financial hardship, the death of loved ones or natural disaster.  How we respond will show what’s truly in our heart (Matthew 15:19).  Knowing that our future will have some challenges, it’s wise to prepare yourself to Biblically understand what God does through trials and affliction.  It is helpful to know beforehand that God is sovereign in all circumstances and uses these situations to mature us for our good and His glory (Genesis 50:20, Romans 8:28).  The following list of books are the best available on the topic of affliction:

• A Crook in the Lot (Thomas Boston): Focuses on how God humbles us through affliction in order to prepare us for heaven.
• All Things for Good (Thomas Watson): An amazing treatise on Romans 8:28, which explains how God works through difficult situations
• How Long O Lord? (DA Carson): The most theologically dense on the list, but also the most exhaustive treatment of the topic.  Definitely worth working through, but not a quick read
• Suffering and the Sovereignty of God (John Piper and others): A compilation of messages from a Desiring God conference from the same topic.  The quality of the chapters vary significantly, but Piper’s chapter alone make it worth having
• The Problem of Pain (CS Lewis): Tackles difficult questions about the nature of suffering thoughtfully
• Foxe’s Book of Martyrs (John Foxe): Classic work that provides accounts of martyrs for the faith and the extent to which they willingly suffered to obey God rather than man.  It helps us better understand how limited our trials may be compared to others’
• Making Sense of Suffering (Peter Kreeft): A readable philosophy book with a great deal of distilled wisdom.  However, Kreeft holds many non-Christian beliefs such as universalism, so read him cautiously
• The Gospel According to Job (Mike Mason): A ‘devotional commentary’ through the book of Job
• Trusting God – Even When It Hurts (Jerry Bridges): A study of God’s sovereignty in the midst of suffering
• When God’s Children Suffer (Horatius Bonar): An explanation of why God allows suffering and suggestions for how to cope with it

Most of these books are not written to comfort someone trying to understand their painful experience (like Job).  If you’re looking for ideas for this reason consider these:

• Loss of a spouse – A Grief Observed (CS Lewis): In the emotional counterpart to The Problem of Pain, we experience the loss of a loved one, CS Lewis’ wife, through the authors eyes and feel his pain
• Loss of a spouse – A Grief Sanctified (Richard Baxter)
• Loss of a child – Lament for a Son (Nicholas Wolterstorff)
• Loss of multiple family members in a car accident – A Grace Disguised (Jerry Sittser)
• Miscarriage – Letters to My Unborn Children (Shawn Collins)
• Cancer – My God is True (Paul Wolfe) or Don’t Waste Your Cancer (John Piper)
• Facing death – Devotions Upon Emergent Occasions (John Donne)
• Depression – Spurgeon’s Sorrows (Zach Eswine)

If you’d like advice on loving those who grieve, see the link.