Paul answers this question in 2 Timothy. I like looking at the imperative verbs in this chapter. Join with me in suffering, suffer hardship and be strong communicate loud and clear following Jesus does not always mean we are placed in a luxurious setting. Interestingly Paul is sitting in a prison cell in his last days as he pens these words.
Don't get me wrong here I am not conveying the message that it is a sin to have comfort. However, I am saying if your own personal comfort is your plumb line for determining whether God is at work in your life or not you are missing the mark!
When you can see God at work in our life in the middle of difficult times stop and give thanks it will make you more confident he is at work when it is going really well.