I believe it is important to understand that Jesus saves us not from but through the troubles of life, that is, through suffering, sin, and death. If we were saved from such tribulation we would avoid these entirely. However, that is not what God promises. Grace is saving us through them, meaning that we will continue to experience suffering, sin, and death within the Christian life though these no longer hold ultimate power over us.
While this may be disappointing to hear if we expected complete deliverance, everyone, believers and non-believers alike, experiences suffering, sin, and death. These are endemic to all who are in the flesh and have not yet become what we will be in the life to come (1 John 3:2). Jesus did not teach us a way to avoid the present realities of human existence, but how to live through this world and yet overcome in the same way he did.
These things I have spoken to you, so that in Me you may have peace. In the world you have tribulation, but take courage; I have overcome the world. John 16:33
Regarding suffering, the first of these, Christians struggle in this world with the same physical, emotional, psychological, and spiritual sufferings which are common to all. The promise of Christ is that in him, by following his way, and through the grace of God, we are not destroyed by this suffering.
For you have been called for this purpose, since Christ also suffered for you, leaving you an example for you to follow in His steps. 1 Peter 1:21
Christ is our example of how to suffer, not one who enables us to avoid suffering. Without his example and teaching, to say nothing of his abiding presence and grace, we could be completely overwhelmed by suffering. By grace our sufferings have been taken up by Christ, we are never left alone, and we find strength to help in time of need (Psalm 46:1).
Concerning the second, sin, we know from experience that being a believer does not insulate us from sin. I have known some who expected an instantaneous relief from temptation and sinfulness. However, in Christ we still wrestle with temptation, weakness, ignorance, and how these contribute to our failures to emulate God.
If we walk in the light as he himself is in the light, we have fellowship with one another, and the blood of Jesus his Son cleanses us from all sin. 1 John 1:7
Jesus is helping us through our struggle with sin in this world, cleansing us, but not taking the whole problem from us. Of course, we continue to strive to resist our disordered desires. We have been delivered from slavery to sin (Romans 6:6), but the struggle against sinfulness persists.
Finally, Jesus saves us through death and not from our mortal fate. He is the resurrection and the new life which lies beyond this existence (John 11:25). Since he has conquered death, it has no power over us (Hebrews 2:14-15) though we still must pass through it. A realistic understanding that we must pass though these struggles, rather than them being taken from us, keeps us from being disillusioned when facing the difficulties of this life.

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