It can be easy to think that God is obligated to make life easy for us and to remove all of our difficult circumstances. But, the truth is that during hard times God is preparing us for greater things. If He removed the difficult circumstances in our lives, we would probably never mature. James 1:2-4 says, "Consider it pure joy, my brothers, whenever you face trials of many kinds, because you know that the testing of your faith develops perseverance. Perseverance must finish its work so that you may be mature and complete, not lacking anything." In other words, rejoice in "trials of many kinds", because they test your faith, which causes you to grow closer to God. Indeed, God assures us that something beneficial can come from the hard times in life.
If you are going through trials now, take hope in the fact that almost everyone in the Bible who did great things for God also had to endure great hardships. For example, in 2 Corinthians 11:24-27, Paul recounts many of the difficult circumstances that he had gone through: "Five times I received from the Jews the forty lashes minus one. Three times I was beaten with rods, once I was stoned, three times I was shipwrecked, I spent a night and a day in the open sea, I have been constantly on the move. I have been in danger from rivers, in danger from bandits, in danger from my own countrymen, in danger from Gentiles; in danger in the city, in danger in the country, in danger at sea; and in danger from false brothers. I have labored and toiled and have often gone without sleep; I have known hunger and thirst and have often gone without food; I have been cold and naked."
Clearly, Paul had suffered greatly for the Gospel. However, God used those circumstances to make Paul more mature and to give him a great love for God and for spreading God's Word. Now, Paul is widely considered the second most important person in the New Testament—behind Jesus, of course. However, we must remember that Paul had to go through many difficult trials. It was those times of testing that caused Paul to grow closer to God, qualifying him to be a great witness for Christ.
This same principle can be seen in almost every other person in the Bible who did great things for God. It was during times of testing that such people developed the strength and character for which we respect them.
Therefore, don't always beg God to change your circumstances. Instead, view each as an opportunity for God to change you, making you "mature and complete, not lacking anything."