Who can endure the day of His coming
And who can stand the day He appears?
For He is like a refiners fire and like a launderers soap
He will sit as a refiner and purifier of silver;
He will purge the sons of Levi
And purge them as gold and silver
That they may offer to the Lord
An offering in righteousness
The refiner’s fire that Jesus takes us through, He went through Himself. He went through it and suffered and died for our sake so that we would not have to deal with the flames ourselves. Jesus took that fire upon Himself, though He did not have to, and Jesus offers us salvation from our sins because of what he did.
But then Jesus tells us that if we truly want to follow Him, we are going to have to go where He leads. Jesus doesn't promise us complete prosperity and ease of life. What Jesus does promise is a life that is good.
In all this you greatly rejoice, though now for a little while you may have had to suffer grief in all kinds of trials. These have come so that the proven genuineness of your faith - greater worth than gold, which perishes even though refined by fire - may result in praise, glory and honour when Jesus Christ is revealed.