Let's have a look into what indeed this nisayon is, and how it applies to us.
When Hashem said to Avram "Go forth from your native land", Avraham Avinu was already well into his journey to Canaan. (This is evident from the pesukim at the end of Parshas Noach, where it says "And Terach took his son Avram...and his daughter-in-law Sarai...and they set out together from Ur Kasdim for the land of Canaan"). This presents an obvious question. Why is Avraham's travel to Canaan considered a test worthy of reward, if he would have done it anyhow, and was actually in the process thereof?
Rabbi Yochanan in the midrash (רבה ל''ט ט') explains: "Why did Hashem not reveal it [his destination] to him? It was to make it more endearing to him, and to give him a reward for each and every stride." R' Yochanan is telling us, that the reward Avraham earned was not for arriving to Eretz Canaan, but for his willingness to fulfil whatever Hashem will command him to do, without knowing where this would lead him to and why. The nisayon was to make the way according to Hashem's plans and will.
The lesson learnt from this is relevant to every point in our lives. We too, spend our whole lives going forth from our "homeland", our comfort zone, in a continued attempt to get closer to Hashem by doing His mitzvos, and working on ourselves to become better Jews.
But therein lies the pitfall. For in our desire to achieve our goals, we sometimes confuse the ratzon Hashem for our own desires. We are focused on reaching our destination, but we often forget Whose command we must follow, and on Whose direction we have set out on this journey. Therefore, we must remember to constantly stop and ask ourselves before every step we take, "What does Hashem want from me now, and how does He want me to carry it out". For the goal is not only to reach the destination, to arrive at "Eretz Canaan", but rather to fulfil Hashem's command, and be a faithful servant without knowing the final goal or understanding why Hashem has set us on this path.