The first words of John chapter 14 have a context. Jesus had already entered Jerusalem to cheering crowds (12:12ff). He had proclaimed his impending death as the very purpose for which he came into the world (12:27ff). Chapter 13 is an account of Jesus’ last meal with his disciples before he was turned over and crucified. There, Jesus humbled himself and washed their feet as a prelude to his ultimate act of sacrifice (vv. 1-20). Jesus then revealed Judas’ act of betrayal and Peter’s coming denial.
All of this presented a crisis to the disciples not least of all because they still were not able or willing to accept the fact that Jesus was going to be turned over to the Romans and crucified. The crises we face range from fears over finances to the well-being of our children to the damage of a global pandemic (and everything in between). To be alive in a fallen world is to be burdened. To be sinner living in a world full of sinners is to be faced with an unending variety of crises. Jesus never denied this. Indeed, he labored to prepare his disciples for that by following him their crises would increase.
As the great D. Martyn Lloyd-Jones preached in the first half of the 20th century:
The gospel commends itself to me because of its truth, because it does not say, “Well now, let’s forget our troubles and think of something beautiful.” It says, “In the world you shall have tribulation” (John 16:33). It says that in a world like this, dominated by Satan, there will be “wars and rumors of wars” (Matthew 24:6)…The gospel confronts us with facts…It comes and tells me, “Let not your heart be troubled.” But it comes in the light of Gethsemane and Jesus’ trial and cruel death upon the cross, the broken body, the burial, the utter hopelessness and despair. Then, and only then, it goes on to tell me of the resurrection and the glory of the ascension and the sending of the Holy Spirit…It has taken me through the facts, through the tunnel of darkness to the dawn that lights the other end.
 Martyn Lloyd-Jones, Let Not Your Heart be Troubled (Wheaton: Crossway, 2009) p. 24