It doesn't matter whether you are a Christian or not; you're going to experience trouble from time to time. So what do you do when trouble comes?
First, remember the second part of what Jesus said: "But take heart, I have overcome the world." (John 16:33) So when trouble comes, remember that God is mightier than any trouble we might face. Go to Him in prayer and ask for His intervention.
Secondly, God has mercifully given us His written Word and His Holy Spirit. Proverbs 3:6 says, "In all your ways, acknowledge Him, and He will direct your paths." We need His direction all the time, but when trouble comes, our first response should be to seek Him, not only in prayer, but in Bible study as well.
Third, trouble will not last forever. Jesus is coming back to set up a kingdom that will never end. "Weeping may endure for a night, But joy comes in the morning" (Psalm 30:5).
And lastly, if your trust is in Him, then you will be at peace (John 16:33). That peace is an incredible witness to those around you of the great God we serve.