Francis Chan talked a bit about it in Crazy Love, writing:
People who are obsessed with Jesus aren't consumed with their personal safety and comfort above all else. Obsessed people care more about God's kingdom coming to this earth than their own lives being shielded from pain or distress. (pg. 133)
and
A person who is obsessed with Jesus is more concerned with his or her character than comfort. Obsessed people know that true joy doesn't depend on circumstances or environment; it is a gift that must be chosen and cultivated, a gift that ultimately comes from God (James 1:2-4). (pg. 146)
I read this blog post about it the other day, and it struck deeply as well.
I find myself incredibly challenged, just presently, by this message that isn't really new, and yet feels incredibly fresh.
This message that says that if I am following Jesus, if I am living in the midst of his will for me, then it is the safest and most perfect place I can be. But that that safety doesn't necessarily include my physical safety.
I've heard some personal stories lately that have really challenged me in this too. Stories that have caused me to ask again if I am willing to surrender even this, this "right" to my safety. If I am willing to trust Jesus with this most fundamental of things. If I am willing to trust that if I value my life, he values it so much more.
It's not an easy question to answer, but it's one that is working in stretching and challenging and wonderful ways in my heart right now.