Queen Kunti prays: "I wish that all those calamities would happen again and again so that we could see You again and again, for seeing You means that we will no longer see repeated births and deaths.
Our lives in this material world are always a sequence o f calamities and dangers, and our material efforts in trying to avoid such calamities bring upon us the greatest calamity of all, which is the continuation of the sequence of births and deaths in this world. A devotee doesn't intentionally search for material difficulties, but at the same time he understands difficulties are an inevitable consequence of living in this material world. Therefore, when difficulties appear, he just uses the opportunity to remember Krsna and take shelter of Him, understanding that in any case, Krsna is the only one who can give us protection.
By doing so we can find the only definitive solution for life's problems, which is to return home, Back to Godhead.