Jeremy Taylor preached a sermon on this text...

For the time has come that judgment must begin at the house of God: and if it first begin at us, what shall the end be of them that obey not the gospel of God. And if the righteous scarcely be saved, where shall the ungodly and the sinner appear? 1 Peter 4:17-18

Why suffering? Taylor takes a deep breath and gives it a whirl...

"...without the sufferings of saints, God should lose the glories

 1) of bringing good out of evil;

 2) of being with us in tribulation;

 3) of sustaining our infirmities;

 4) of triumphing over the malice His enemies.

 5) Without the suffering of saints where were the exaltation of the cross, the conformity of the members to Christ their head, the coronets of martyrs?

 6) Where were the trial of our faith?

 7) Or the exercise of long-suffering?

 8) Where were the opportunities to give God the greatest love, which cannot be but by dying and suffering for Him?

 9) How should that which the world calls folly prove the greatest wisdom;

 10) And God be glorified by events contrary to the probability and expectation of their causes?

 11) By the suffering of saints Christian religion is proved to be most excellent; while the iniquity and cruelty of the adversaries invites those onlookers to consider the secret excellencies of that religion for which and in which men are so willing to die; for that religion must needs be worth looking into, which so many wise and excellent men do so much value above their lives and fortunes.

 12) By our suffering we have a capacity of serving God beyond that of angels, who indeed can sing God's praise with a sweeter note, and obey Him with a more unabated will, and execute His commands with a swifter wing and a greater power; but they cannot die for God, they can lose no lands for Him; and He that did so for all us, and commanded us to do so for Him, is ascended far above all angels, and is heir of a greater glory.

 13) 'Do this and live' was the covenant of the law, but in the gospel it is 'suffer this and live. He that forsakes house and land, friends and life, for my sake, is my disciple.'

 14) By the suffering of saints, God chastises their follies and levities, keeping their errors from evolving into heresies, and stopping their infirmities from becoming crimes. 

I tell you, my friends, do not be afraid of those who kill the body and after that can do no more.

But I will show you whom you should fear: Fear him who, after the killing of the body, has power to throw you into hell. Yes, I tell you, fear him. Luke 12:4,5

Referring to Jeremiah in his book RUN WITH THE HORSES, Eugene Peterson says that Jeremiah was undeterred by the hostility around him and his message, for "the most important thing in his life was God - not comfort, not applause, not security, but the living God."

"What he did fear was worship without astonishment, religion without commitment. He feared getting what he wanted, and missing what God wanted. It is the only thing worthy of our fear."