Biblical discussions of suffering are often removed from their biblical contexts and turned into abstract principles for all kinds of suffering. This usually has disastrous results as we try to interpret the causes of trouble that comes into our lives.
James Thompson sums up very well how the author of Hebrews directs his comments about suffering and the Lord’s “discipline”:
The description of suffering as discipline in 12:4-11 is not an attempt to explain why bad things happen to good people. Nor is it advice to those who are suffering in abusive relationships to endure passively. Taken out of context the message that suffering is educational could be destructive for those who are confronted each day with illness or abuse. Instead, the author speaks encouragement to a vulnerable community in a specific situation, offering hope that their suffering is not the end of the story. To follow Jesus in suffering is also to follow him into the presence of God. In using the wisdom tradition, the author is not making a categorical statement that all suffering results in education but encouraging the readers to see that God can work in their circumstances to train them to be faithful. His encouragement is a challenge, especially to Christians in affluent societies, to recognize that the Christian confession offers no guarantee of ease or comfort but rather an invitation to follow the suffering of Jesus, who “learned from what he suffered” (5:8). Although not all suffering is educational, this exhortation indicates that participation in the suffering of Jesus is a component of the path of discipleship (p. 256).
Faith Improvised 
thebareden
What is the best way to then apply James’s discussion of trials? I assume a similar line of thinking for James would follow this analysis of the words being specific encouragement to follow in Christ’s suffering instead of viewing all trial/suffering as educational/discipline. How does a Christian know which is which in his or her life? Does it matter if we know?
timgombis
James’s point is quite similar, actually. Trouble and stress (i.e., trials) can work produce a situation in which perseverance is required, and that provides a great opportunity for you to grow in faith. So, take those opportunities to grow in persevering faithfulness!
Many of these texts actually don’t teach a view of suffering that answers the “why” question. While we are preoccupied with that question, most biblical passages stress the fact that trouble in life is a reality, so take it as an opportunity to identify with Christ and grow through it.