My sisters and I heard this phrase a lot growing up, particularly when our mother was doing something like combing knots out of our hair and we would yelp and complain. It was a concept that was very much in keeping with our Catholic upbringing, what with the nuns telling us to "offer it up" whenever we had a reversal or problem, and the annual Lenten practice of giving up something you really liked in order to purify your soul and focus on spiritual things. And I don't disagree with the concept, especially as a writer -- a good friend of mine once said, "when you're happy, all you can write is Hallmark cards." And from the musical perspective, it makes me think of Ringo Starr's best song (imho), which has the opening line, "You have to pay your dues if you want to sing the blues...and you know it don't come easy." Which brings up the question, why would you "want" to sing the blues, i.e., be unhappy?
It's not about choosing to be unhappy - Lord knows, we don't have to go looking for opportunities! I think the key word here is "sing" -- if you want to sing the blues -- if you want to express the deep places of the human heart and how it feels to be there -- if you want to write or compose or dance or draw or paint or photograph the essences of life, the richness of experience -- we're talking about the transformation that comes when one experiences suffering, loss, privation, death -- and is able to move through them, in them and with them to a better understanding, a deeper, truer love of life and friends and love. I want to sing the blues, and I'm happy to pay the dues.