2 Corinthians 12:8

The idea of praying three times as mentioned by the Apostle Paul, it is symbolic to the affliction of the Lord on His way to the Cross. Wherewith, He prayed thrice in His agony that the cup might pass.

In the experience of agony, the prayer we pray at times, is not solely for the removal of that which we feel, but that the peace of God may serve as a comfort and a revelation to take us through, regardless of the persistence of the issue.

Hence, the preceding verse of 2 Corinthians 12:9, the Apostle received an answer from the Lord concerning the affliction. The Lord said unto Him, My grace is sufficient for thee: for My strength is made perfect in weakness.

That is to say, My grace is all you need, in your weakness, you will learn to depend on me. Therein, through moment by moment, we obtain the strength of the Lord, by letting go of our willpower while depending on Him by faith.

The Apostle Paul and his response was, most gladly therefore will I rather glory in my infirmities, that the power of Christ may rest upon me. The Apostle is not implying that we should be happy because we are facing hard times, whatever that may be. Instead, he is saying, with every difficulty in our lives, let us by faith give it all to the Lord, knowing He is able to bring about the change we need, without depending on our willpower.

This is the most difficult thing for the believer to do, but it is not impossible. 

@P. S. Wilmot I concur within us is that nudge to get things done on our own.