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Lord's Day 2 seems like a terrible letdown. You can hardly imagine a more stirring and hopeful way to begin a study of Christian doctrine than the Heidelberg's first question and answer. We are tempted to jump right into a study of God's saving grace. But that would be unwise. Part of living and dying in the joy of eternal comfort is knowing how great our sin and misery are.
But this Lord's Day isn't meant to be a killjoy. We shouldn't study this lesson as if we have to wait in suspense for the cure of our misery. Knowing our misery is an act of faith. When we say that we come to know our misery through the law of God we are actively believing God's word, even when it speaks against us. We are listening as he reveals the dark truth about the fallen human race.
Unbelievers experience misery too. But they do not believe that the cause of misery is the blackness of the human heart that Christ came to redeem, and that Christ has saved them despite their disqualifications. Knowing our misery is part of the critical back story of God's work of saving grace in his children. Every great literary work has a conflict, a crisis that gets resolved before the story ends. In a fallen world you can't tell a good story without misery.