You have to take this great protagonist, his nice comfortable (or at least familiar) world, and everything he knows to be true, and pitch the whole thing down the stairs. Why? Why would you do all these horrible things to a character that you like so much? Because if you don't, there's no damn story.
And that's where some writers (like me) tend to hesitate. Why come up with this awesome, likeable, interesting character if I'm just going to kick him up one side of the street and down the other? Because if he's sufficiently awesome, likeable, and interesting, people are going to want to read about his journey, no matter how heart-wrenching it might be. In fact, if you play your cards right, the journey will be hair-raising and heart-wrenching because your character is so likeable.
And the soul-tearing scenes are often the most vivid--both for the writer and the reader. I actually had to write two chapters in Heart of Steel out of order because I had an idea for the Big Reveal running around my brain and screaming to be written. I knew that even though my male lead was finally going to achieve one of his mini-goals, it was going to hurt him. A lot. Like soul-rending, gut-ripping, sanity-straining trauma. And I went ahead and wrote them because even though it was going to be agonizing for him, it was the only way he would be able to heal, and he'd be stronger for it. Similarly, I've read that J. K. Rowling frequently felt bad about a lot of the things she'd put the characters of her Harry Potter series through, but she wrote them anyway, because these events were just part of their story. (Letting the characters write their own story will be a topic for another blog post, though.)
What I'm getting at is simple enough: don't be afraid to test your characters, to tear them down and build them back up again. If you do it right, your readers will be on the edge of their seats, rooting for your protagonist to get through this, to reach his goal to retrieve the treasure or get the girl or save the world or whatever the aim of his story arc might be. And it will be awesome.
Of course, the real trick of doing all these horrible things to your character is to make sure that your battered, bruised, and traumatized protagonist never finds you, like in this short film, "Run Rincewind Run!" from Nullus Anxietus 2007:
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