"Then Jesus was led up by the Spirit into the wilderness to be tempted by the devil." This verse begins the description of the Temptation of Christ, found in Matthew 4:1-11.
In a sermon on this passage, the Scottish Reformer John Knox left us some comforting remarks on the question of temptation of ourselves.
Knox taught that God sends temptations "to open and make manifest the secret motions of men's hearts, the puissance and power of God's Word, and the great lenity [leniency] and gentleness of God towards the infirmities , the horrible sins, and rebellions of those whom he hath received into His regiment and care." Thus, he held that temptations have three purposes in the intentions of God.
First, they reveal, on one hand, the true character of the believer, bringing up his strengths, weaknesses, self-deceptions, unrecognized motivations, and ignorance. Second, they confirm the accuracy, power, and effectiveness of scripture. And third, they reveal the mercy and leniency of God toward our failures. I find great sweetness in those thoughts.
Some would object with James 1:13, "Let no one say when he is tempted, 'I am being tempted by God,' for God cannot be tempted with evil, and he himself tempts no one." Knox addresses this verse. He held that James wasn't speaking in an absolute sense, i.e., that God never sends any temptation to any person at any time. Rather, he understood James to mean that God doesn't send temptation with the evil intentions that Satan does.
I think Knox's interpretation is supported by the account of the temptation of Job, such as Job 1:11 and 2:5. In those verses, we see Satan intending to undermine Job's faith. In contrast, in allowing Satan's efforts, God expects, rightly, as we later see, to be glorified.
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