The life of a devotee is extremely difficult in this material world - more so than a non-devotee. Especially when he is transitioning from a non-devotee to a pure devotee of the Lord.
It becomes increasingly difficult to accept the principles and activities of the material world when one starts making progress spiritually. The day-to-day dealings with non-devotees (they may even be friends and/or family) become laboreous at first, bitter subsequently and unbearable eventually. A devotee should be steadfast and loving in these circumstances. He should see his past in non-devotees and be helpful and supportive, not aggressive and critical. One cannot enter the kingdom of God unless one is compassionate and loving to others, even one's enemies.
The Lord purifies His devotees by exposing them to seeming adversities. The trick is to keep working for the Lord and think of less fortunate souls than oneself. After sometime, the realization that one is getting purified becomes clear.
After that, life is a lot easier to deal with.
Hare Krishna,
Prodi.