That quote comes from on of my favorite hymns called "I Know That My Redeemer Lives," and that knowledge truly does give sweet joy. Elder Oaks, an Apostle of God, once said that, "Jesus Christ is the Only Begotten and Beloved Son of God. He is our Creator. He is the Light of the World. He is our Savior from sin and death. This is the most important knowledge on earth..." ("Teachings of Jesus Christ"). I can also testify that this is the most important knowledge on earth. I have received much help and strength from the Savior and His atonement, and I know I wouldn't be where I am now without it.
When I was younger, I didn't understand why Jesus Christ was so important. I thought, "If God is my loving Heavenly Father, why do I need Jesus Christ?" When I grew older, I found the answer in a passage in The Book of Mormon. That passage is Alma 7:11-13; in this passage, a prophet of God named Alma is prophesying of Jesus Christ and what He'll do for us, and he says:
11 And [Jesus Christ] shall go forth, suffering pains and afflictions and temptations of every kind; and this that the word might be fulfilled which saith he will take upon him the pains and the sicknesses of his people.
12 And he will take upon him death, that he may loose the bands of death which bind his people; and he will take upon him their infirmities, that his bowels may be filled with mercy, according to the flesh, that he may know according to the flesh how to succor his people according to their infirmities.
13 Now the Spirit knoweth all things; nevertheless the Son of God suffereth according to the flesh that he might take upon him the sins of his people, that he might blot out their transgressions according to the power of his deliverance; and now behold, this is the testimony which is in me.
"To succor" means to aid or help, and I learned from these verses that Jesus Christ literally went through every pain or sorrow I have ever faced and will ever face, and because of that, He knows exactly what I am going through and exactly the kind of help that I need. He is also able to "blot out" or erase any mistakes I have done. I know any feelings of guilt or sorrow I have can be replaced with feelings of peace and joy, and I know any mistakes I have made can be erased and forgotten. Anyone who has felt the burden of guilt lifted can also testify with me that it is a sweet joy.
To those who would like to experience this joy, I promise you that you can! The Savior taught us how; we read in Matthew 11:28-30 that:
28 ¶Come unto me, all ye that labour and are heavy laden, and I will give you rest.
29 Take my yoke upon you, and learn of me; for I am meek and lowly in heart: and ye shall find rest unto your souls.
30 For my yoke is easy, and my burden is light.
As we take that yoke upon us by living His gospel, our burdens will be lifted and we will find peace and lasting happiness. He will be a rock that we can build upon, and with that rock, we will be able to withstand any trial. I know these things are true, and I know that my Redeemer lives.
http://www.mormonchannel.org/bible-videos?v=1548356253001