"Jesus answered, “Are there not twelve hours in the day? If anyone walks in the day, he does not stumble, because he sees the light of this world. But if anyone walks in the night, he stumbles, because the light is not in him.” John 11:9-10
Jesus compares His decision to return to Judaea to a man traveling during the day. Daytime travel doesn’t guarantee a hazard-free trip but the light does allow us to see the hazards. At nighttime, it’s inevitable that we will stumble. Likewise, walking in the light of God’s direction doesn’t mean that there won’t be problems, but the alternative of "doing our own thing" (that is walking in darkness) is guaranteed to get us into trouble.
Jesus was obeying the leading of His Father to return to Judaea. He could see exactly what was going to take place and He was going to walk in the light that His Father had given Him. Our decisions should not be based on whether or not we will be hurt in some way as a result of our actions, but we must discern God’s will and do it regardless of the cost.
The misconception that, "if God is in it, there will be no problems" is not only wrong, but is dangerous. This kind of thinking has caused many people to "back off" from what God has told them to do when things don’t go the way they expected. Our problems do not come from God, therefore, we should not pray for problems and not embrace them as being "a blessing from God in disguise." Furthermore, when trials come, we should not be shocked (1 Pet. 4:12) and not let problems or the lack thereof confirm or deny God’s will for us.
Jesus died for each one of us. Each one of us ought to live for Him. Offering ourselves to God is not just a one-time deal. We have to die daily to our own desires. This has to be a living, ongoing commitment to the Lord.