It’s a fairly normal human response to think that something is wrong (either with our lives or in our relationship with God) when we go through hard times.

In his commentary on Hebrews, David DeSilva calls us to reconfigure our conception of suffering.  A snippet of his comments on Heb. 5:7-10:

Since the Son himself was subject to the educative discipline of hardships, the “many sons and daughters” should not be surprised at their own endurance of discipline.  Like the Son, they also have need to cry out to God with loud supplications and tears, and, like the Son, they will also be heard by God, as 4:14-16 assures them.  Thus the pattern of enduring hardship and calling upon the Lord for help is affirmed as the “normal” condition, the “proper” condition, and not a disconfirming one that makes believers question their commitment to this group.  What counts is not avoiding hardships but seeing in those hardships an opportunity to learn obedience (and a deep reliance on God in prayer), which has eternal value (leading to a place in the “rest,” “homeland,” or “city” prepared by God) (p. 192).