Even though we know that God protects us, we still beg God to spare us of certain atrocities and trials that come our way; either He chooses to allow those trials to come (To strengthen our faith and dependence on Him!) or to allow them to pass us by, since He doesn't give us more than what we can handle. We normally receive those trials, even though we don't want them.
Jesus didn't want to die, either, but He followed God's will anyway (He was also resurrected from the dead; for that we should be grateful that God considered us worth dying for!). May our Prophet, Priest, and King be praised!
This week is Holy Week for Christians; the climax being Resurrection Sunday ("Easter" for those wondering; I don't use the word.), when Jesus physically rose from the dead after suffering a brutal and painful death of crucifixion. He had the weight of His elect on Him, and the Father withdrew His presence from His begotten Son ("For our sake He made Him to be sin who knew no sin, so that in Him we might become the righteousness of God." - 2 Corinthians 5:21).
All of that for us that He has chosen from the foundation of the world.
That still boggles my mind, and I've been a Christian for 10 years!
The grace of the Lord Jesus Christ and the love of God and the fellowship of the Holy Spirit be with you all. (2 Corinthians 13:14)