One should accept divine austerities and penances to achieve the divine position of devotional service. By such activities, one’s heart is purified. One comes to that platform of transcendental happiness, which is superior to material happiness, and this continues forever. Thus if one voluntarily accepts austerities and penances to achieve the divine position of devotional service, he will achieve real happiness.
Lectures From a Disciple Vol 3, Accepting a Higher Authority, Pg 223, last paragraph