It is not shameful to suffer for being a Christian. When Peter and John were persecuted for preaching the Good News, they rejoiced because such persecution was a mark of God’s approval of their work.
Don’t seek out suffering, and don’t try to avoid it.
Instead, keep on doing what is right regardless of the suffering it might bring.
1 Peter 4:16 But it is no shame to suffer for being a Christian. Praise God for the privilege of being called by his name!