The Work says that a man is willing to give up anything but his suffering; it is the last thing he wants to lose. But we must give up our unnecessary suffering in this work. On the other hand there is some suffering that it is necessary to endure, voluntary suffering.
So, which is which? How to tell the difference? From the point of view of the work, you can judge on the basis of your aim. If your aim is to awaken, then unnecessary suffering is the kind that sends you more to sleep, or at least, does not help you to awaken, whereas voluntary suffering is always useful for your work towards awakening.
Unnecessary suffering sometimes is to do with various inner considering, you might feel embarrassment, say if you get something wrong in class, and suffer over it, feeling really bad. But this does not do anything to help you. A better way to use the situation would be to accept the suffering involved in seeing that you are not perfect as you liked to believe. Or you might have some aches and pains, and not go to the doctor from not wanting to admit your weaknesses and that you are ill. But it is not really helpful or necessary to let your body deteriorate. Or you might feel dreadful because you've just broken up with your boyfriend. Might feel really painful. But beyond the initial grief at the loss, it's unnecessary. If you look more closely, you might find you enjoy feeling in the right, when he is in the wrong. You are identified over something. Need to give up this suffering.
Voluntary suffering is not about whipping yourself, or subjecting yourself to painful experiences, it's not about fasting, or enduring physical hardship. Those can be valid methods for other ways and religions, but they are not what one uses on this way.
Voluntary suffering is generally directly useful to your immediate aims. For instance, you order a certain colour table from a catalogue, and they send you the wrong colour. This colour will not do at all, but you have a fear of contacting them to complain, you are a timid kind of person, and do not want to face up to someone, for fear of what might happen. For you, it would be unnecessary suffering to put up with the wrong table. You might complain to all your friends, and be really upset about it, suffer over it, yet do nothing. A less mechanical suffering, a voluntary suffering, in this case, would be to go and complain, and get the thing put right.
Little bits of `suffering' like this can happen all the time. For instance, the other day, I wanted to buy a little calendar. In the shop I went to, I couldn't see any, except some free ones at the counter. I wanted one, but what would they think if i just asked for a free one, and didn't buy anything? `What a cheapskate!' I imagined. So to ask requires a certain suffering, a certain humility, and acceptance of what you are---maybe I am a cheap skate---but so what?!
For a different sort of person, quite some other kind of voluntary suffering may be more appropriate.
Voluntary suffering is primarily about seeing yourself as you really are, warts and all. Until you see where you really are, you can not begin to move to a better place.