When gold is first mined, it is impure. There are other, undesirable things mixed in. In order for it to become pure, it has to go through some very painful stuff. If it is in solid chunks, it first has to be melted over a very hot fire, and the impurities skimmed off. If it is in the form of gold dust, it must be bathed in strong acid.
When we first become Christians, we are impure. We have undesirable sin mixed in. In order for us to be pure, God often has to put us through some very painful stuff. Perhaps we'll have to go through the fire of war. Perhaps the acid bath of loss.
But in the end, it's worth it.