Paul admitted to being “perplexed but not in despair” (2 Corinthians 4:8). I am curious about what could perplex a mature believer like Paul to the extent that despair was in the ballpark of contemplatable reactions. He doesn’t go into detail, so we must imagine.
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I would suspect that what perplexed Paul was what has perplexed God’s people of all time—God seeming to act inconsistently with his promises or character. One psalmist asked God: “Why, O LORD, do you stand afar off? Why do you hide yourself in times of trouble?” (Psalm 10:1). That’s my perplexity too. Recently I prayed according to Hebrews 6:11 for “grace to help in time of need”—and I felt no different afterward, no abating of symptoms.
There are two different choices you can make at that point. You can be perplexed in doubt, or you can be perplexed in faith. Francis Schaeffer had said that there are at all times only the two “chairs” in the room: unfaith and faith.
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Here is the other way to be perplexed when your soul is in distress. The first part of the sentence may be the same:
“Lord, I’m perplexed. I came to the throne like You said [but at this point it takes a different turn] and I didn’t feel any differently after I prayed, nor any abating of my distress. I am tempted to think You didn’t hear me. But I will not go there. I know that You require faith. You said in your Word that if anyone would come to You he must believe that You exist and that You reward the one who earnestly seeks You (Hebrews 11:6). So I will believe that You heard me. I believe that as soon as I asked for help, You heard me and You are working something out. I will put my trust in You. Help me to be perplexed without unbelief.”
Really, you would do well to read the whole piece: How to be perplexed.