For more context before you begin studying, read this introduction to the book of Romans.
"Roman conquerors returning from the wars enjoyed the honor of a triumph, a tumultuous parade. In the procession came trumpeters, musicians and strange animals from the conquered territories, together with carts laden with treasure and captured armaments. The conqueror rode in a triumphal chariot, the dazed prisoners walking in chains before him. Sometimes his children, robed in white, stood with him in the chariot or rode the trace horses. A slave stood behind the conqueror, holding a golden crown and whispering in his ear a warning: that all glory is fleeting." (At the end of the movie Patton, these words went through the mind of that famous general.)
In Romans 8 Paul describes Christians as glorious conquerors who by God's grace overcome all forces arrayed against us. But the glory we receive is eternal.
Why is it often difficult to feel like a glorious conqueror?
Ask God to make you ready for his future glory.