We know that Jesus did not sin. But we can wrongly infer from that truth that life was easy for Him. It wasn’t. He felt the troubles of life as no other man has ever felt them. And that means that not only has He experienced the trials of life Himself, but that He really can say, “I know the pain you feel.” He knows the troubles we’ve seen.
He knows the greatness of the troubles of life because He knew how life was designed to be and how it was at creation. He has known life without pain and trouble. He has known life without suffering and weakness. He has known life without sickness and disease. He has known life without death. And so when He sees and experiences the realities of this present world, He knows them at a level that we are incapable of knowing. So He is not distant because He is in Heaven (Heb. 4:14) — He is closer to us and understands us more intimately than we realize because of the fact that He is in Heaven.
Further, because He is God, He felt the effects and horror and tragedy of sin as no one else could ever know them. You and I grieve at the few sins and sorrows we know — and most of the time we have to turn away from the horror. For example, on Friday I could only read about the Connecticut shootings for about five minutes before I had to look away. But Christ Jesus, the Creator and Sustainer of the universe knows every sin — miniscule and great — and never turns away in horror. He looks at them all and He makes His grace and mercy available to all in all circumstances (Heb. 4:16).
Finally, Jesus Christ knows the pull and power of temptation like no other man has ever known. As C. S. Lewis has noted, most men don’t know the power of temptation, they give in to the temptation, but having never given in to the lures of Satan and the world, Christ knows the fullest onslaught of temptation:
A silly idea is current that good people do not know what temptation means. This is an obvious lie. Only those who try to resist temptation know how strong it is. After all, you find out the strength of the German army by fighting against it, not by giving in. You find out the strength of a wind by trying to walk against it, not by lying down. A man who gives in to temptation after five minutes simply does not know what it would have been like an hour later: That is why bad people, in one sense, know very little about badness. They have lived a sheltered life by always giving in. We never find out the strength of the evil impulse inside us until we try to fight it: and Christ, because He was the only man who never yielded to temptation, is also the only man who knows to the full what temptation means — the only complete realist! [C. S. Lewis]
Jesus knows about our weakness; He cares about our weaknesses; He is sympathetic to our inclination to sin and the power of temptation against us. And He has provided us the only thing that will provide the remedy for that sin — His own death and resurrection (Heb. 2:14, 18).