How do you avoid becoming insensible to the horrors of this world?
What comes to mind is the passage in Hebrews where it says "Remember those who were in prison, for you too are in the body" (Hebrews 13:3). There's a link there. When we think of others' suffering, especially but not only that of Christians, we are to imaginatively look at our bodies and say, "What if I were cut or beheaded?"
People may think I'm morbid, but I went to the internet picture of Paul Johnson with his head sitting on his chest. And I looked at that picture and thought, "How would I respond if the knife were put to my neck? Would I scream or cry out?" And I pray that I will have lived such a life and had such a relationship to Jesus at that moment that I could say, "To live is Christ and to die is gain."
That's what makes me tremble. It makes me think about my own death and suffering and possible martyrdom for being a Christian, now that they're blowing up Christians because of their sheer faith.
So my approach and longing is that I would be so in the Word, so in obedience to Jesus, and so walking in reliance upon him that if my time were to come there would be no immediate regrets, "O, I should have done more of this!" or "O, I'm not ready because I haven't confessed this!" Rather, I want to live in such constant communion with Jesus that if my death should come by accident or by the intentionality of some terrorists, it wouldn't be an overwhelming shock that would make me feel like everything is being lost. Rather I would say, "Alright, now I get to see Jesus. I've been walking with him closely. What would I want more than to go to be with him?"