It is better to be tried than to be puffed up.

The Rev. Dr. Martin Luther (A+D 1483-1546):

What can be set forth to us that is more useful and more suitable for consolation than the example of Peter [walking on the water in Matthew 14:22-36]. He advances on the water to meet Christ. And when he stepped out of the boat, he first walked on the water to come to Jesus. As the evangelist says, he ran with great impetuosity, with heroic and special spirit, because he knew that Christ was there; and he had the Word and the promise of the Word for his petition: If it be Thou, bid me come to Thee on the water" (Matt. 14:28). But soon, when a little wind blows, he wavers and sinks. What now? Where is that great spirit? Why did you doubt?

But it pleased Christ that he should be tried in this way. For if he had not been tried, he would have been puffed up. But it is better to be tried than to be puffed up.  For in this way the promises are retained, and in this way we learn to understand those sobs of the saints, as in Ps. 6:1: "O Lord, rebuke me not in Thy anger." For David, too, was such a great man that God gave him the testimony: "I have found in David, the son of Jesse, a man after My heart, who will do all My will" (Acts 14:22; cf. 1 Sam. 13:14). Yet he prays in this way and struggles with the trials of unbelief and despair.

In this way we, too, have been called, and we have promises that are much clearer and more glorious than those the fathers had. Thus Peter praises this good fortune of ours when he says (2 Peter 1:19): "And we have the prophetic Word made more sure. You will do well to pay attention to this as to a lamp shining in a dark place." Grace and eternal life have been promised and offered to us in a much more glorious way than to them. For the Son has come, and all the promises have been fulfilled. We hear the Son Himself; we have the sacraments and absolution; and day and night the Gospel proclaims to us: "You are holy. You are holy. Your sins have been forgiven you. You are blessed, etc." But what do we do? We still tremble, and we cling to our weakness throughout our life. But why are we not aroused by the example of the [patriarchs, who believed to complete perfgection? I reply that they, too, wer weak, just as we are, although we have richer promises than they had. But it comes to pass as God's voice says to Paul: "My power is made perfect in weakness" (2 Cor. 12:9). for 

God could not retain and fulfill His promises in us if He did not kill that stupid, proud, and smug flesh in us.

Source: Martin Luther's commentary on Genesis 28, pp. 255-56 in vol. 5 of Luther's Works, American Edition, edited by Jaroslav Pelikan, St. Louis: Concordia Publishing House, 1968.