The popular saying is that a housewife teaches the daughter-in-law by teaching the daughter. Similarly, the Lord teaches the world by teaching the devotee. The devotee does not have to learn anything new from the Lord because the Lord teaches the sincere devotee always from within. Whenever, therefore, a show is made to teach the devotee, as in the case of the teachings of Bhagavad-gītā, it is for teaching the less intelligent men. A devotee’s duty, therefore, is to ungrudgingly accept tribulations from the Lord as a benediction.
The Pāṇḍavas were advised by Bhīṣmadeva to accept the responsibility of administration without hesitation. The poor subjects were without protection due to the Battle of Kurukṣetra, and they were awaiting the assumption of power by Mahārāja Yudhiṣṭhira. A pure devotee of the Lord accepts tribulations as favors from the Lord. Since the Lord is absolute, there is no mundane difference between the two.
– SB 1.9.17 Purport