James begins by telling us to count it unalloyed joy when we face various kinds of trials. It would be seriously wrong to assume that James advocates the kind of unrealistic happy-face Christianity that, sadly, we sometimes encounter today. Rather, James is telling us that in spite of the fact that trials can be severe and painful, we can see through our tears and realize by faith that God has a good intention in taking us through this sorrow. We can realize that the trial will produce perseverance and help to make us mature and complete.
There are basically three kinds of tribulations spoken of in the New Testament and in James: persecution, poverty, and sickness. These are divine crucibles by which our faith is made pure, and because we know this, we can—indeed should—rejoice even as we weep.
What enables a person to persevere is integrity. Integrity means that we don't compromise and thus it enables us not to give up. Integrity is not something that comes overnight, but is something that is built up through repeated tests. It is the trials that God sends that purge us of sin and enable us to grow and mature in integrity.
James says that perseverance must finish its work so that we become mature and complete, lacking nothing (1:4). This does not mean moral perfection, as if we become sinless in this life. Rather, it means wholeness. The goal of the tests God brings to us is to make us well-rounded as believers. Each of us has things that are out of balance in our lives, and God's goal is to make us stable and mature so that we have things in proper perspective.
Those who have matured through some suffering know from experience how it sobers us. It removes the brashness of youth and replaces it with the consistency of maturity. It takes off rough edges. It teaches us to prize what really counts and to let go of things that don't matter as much. During the time of our suffering we don't see the end result, but by faith we can count it as joy because we trust that He knows what He is doing with us.
Have you ever been through a time of suffering that left you a milder, more sober, more "centered" person than before? What "bad" aspects of your life were refined and what good aspects of your life were strengthened? As hard as it may be, strive to thank God for the trials He sovereignly brings into your life.