The cross was God's burden. It was something he bore to save us from our sins.
Our cross could be something that you have a burden for. An example would be - if you feel strongly about being in foreign missions, or like in my case - I have a burden to help women who have been victims of domestic violence and people who have lost a child.
God wants you to pick up that cross and do what you can to help those who need help. God didn't give up because the cross was difficult to carry. We shouldn't give up because our work is difficult.
I hope this is helpful.