Jesus demands us to follow him, even if it means leaving everything behind and/or suffering persecution; our lives should be totally focused on him. Being joyful in persecution shows Jesus' worth, it shows how valuable he is to us. When Jesus suffered the ultimate persecution he showed how valuable we are to him. He loves us so much and we don't even come close to deserving his love.
Jesus demands us to pick up our cross and follow him until he returns, and he has sent his spirit to guide us until that time. Jesus didn't mean a light and easy cross, in John 15:20 he said that we will face persecution. So he knows that it will be hard for us, but not so hard that we cannot bear it. That is why he sent his Holy Spirit, to strengthen us in those hard times.
We will receive eternal life and that is much greater than what we must suffer down on earth. So it is totally worth it to take up your cross and follow him.