Pick up Your Cross and Follow...Me?

Jesus instructs us to "pick up our cross and follow Him"  

The Roman cross was the most severe form of execution, it was designated for the worst of criminals, it was designed to inflict suffering and pain! Nevertheless, the Lord has instructed those who would follow Him to [willingly] pick up "our" cross and follow Him. 

Cross? Suffering? Pain? Criminal? Doesn't every good and perfect gift come from God? (James 1:17) Let's take a look at the Word of God and see if we can make the connection between the cross and the [perfect] gift.