Many things about the kingdom of God seem odd to those who are not its citizens. Kingdom citizens gain by giving, live by dying, and become great by becoming least. But perhaps the greatest oddity in the kingdom of God is when Christians find joy in pain and suffering. There is something unnatural about rejoicing in the midst of trials.
But a clarification must be made. The Bible says we are to give thanks "in everything," not "for everything." The Bible is transrational, not irrational; it represents thinking at a higher level, not a lower level. "In" the experience of trials and trouble, joy can still be found because we know that every experience has a purpose and place in God's plan for our lives. Who would not find joy in having his faith proved to be genuine? Peter writes that trials and suffering come for that very reason: to prove that the faith we cling to is the real thing (1 Peter 1:6-7). In such revelation and confirmation is found true joy.
If you are experiencing a painful moment in your life right now, you don't have to fake having joy "for" the pain. Your joy is to be in the knowledge that God is in control and your faith in Him is unshakeable.
It is the very joy of this earthly life to think that it will come to an end. Charles H. Spurgeon
Peace and Joy,