There are times of despair for a Christian, but they should be only temporary. In Christ we find joy that is "inexpressible and filled with glory" (I Peter 1:8) Our joy will not be complete until we see Him face to face, but until then the Comforter He has given (the Holy Spirit) provides ever-present joy and reassurance that we belong to the King.
In reading through the Trials of Theology I came across this quote by C.S. Lewis:
Indeed, if we consider the unblushing promises of reward and the staggering nature of the rewards promised in the Gospels, it would seem that Our Lord finds our desires not to strong, but too weak. We are half-hearted creatures, fooling about with drink and sex and ambition when infinite joy is offered us, like an ignorant child who wants to go on making mud pies in a slum because he cannot imagine what is meant by the offer of a holiday at the sea. We are far too easily pleased. (Source: The Weight of Glory, p. 16)
We are too easily satisfied with the scraps the world offers. Our Savior offers infinite joy that will be complete when we see Him face to face. Pursue Him.
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