Matthew 14:29 And He said, “Come!” And Peter got out of the boat, and walked on the water and came toward Jesus. 30 But seeing the wind, he became frightened, and beginning to sink, he cried out, “Lord, save me!”31 Immediately Jesus stretched out His hand and took hold of him, and *said to him, “You of little faith, why did you doubt?” 32 When they got into the boat, the wind stopped.
Here Peter doubted and became afraid when he saw the wind.  Doubt, and a lack of faith will cause us to be afraid of the future when looking at certain situations.
If Jesus said beforehand “Come onto the water and I will calm the wind at the right time,” maybe Peter would have been prepared and could have had faith.  But this was a situation where he had no word from God.  Jesus never told Peter He would keep the wind away, He only told Peter he could come out and walk too.
Sometimes when see a problem and we don’t know what God’s will is, we can start fearing the worst will happen.  For example, let’s suppose I’m taking a plane flight and we hear some odd sound coming from the plane, then the thought comes to my mind that the plane could crash.  We don’t have a promise in God’s Word that He will preserve His children from plane crashes, so how do we have faith and freedom from fear?  If we’re honest, we don’t know absolutely what God’s will is there.
We know that God can fix any problem, but we also know that we can only have full faith for what He has promised, and so we may start to doubt.  What if it’s not His will to fix my situation?  What about the personal burden we’ve been carrying, and we’re not sure when, or even if it’s His will to deliver me?  For example – maybe there’s rumors at the job that massive layoffs are coming and our future there is in jeopardy, or maybe it’s some physical ailment or sickness that’s persisted.  There’s no promise in God’s Word (in the new covenant) that He will keep us in any particular job or cure us of any particular sickness.  So can we really pray in faith for that?  What will praying do?
To me, this story of Jesus and Peter walking on the water has encouraged me in situations like these.  We see that Peter started walking, but then stumbled in faith when seeing the wind, and started sinking.  This is like how we can start sinking into despair when we think about some problem we have.
The answer to this problem I believe is to look at what happened right when Peter cried.  It says that  immediately Jesus reached out to take hold of him and lifted him up.  And I believe the important thing to notice here is that at this point the wind has not stopped yet.  It is still windy, and stormy (the problem is still there around him), but Peter himself has been lifted up – because he cried out, “Lord save me.”  Only after that, after they entered the boat did the wind stop.
This speaks one of the most crucial lessons for me as a follower of God – that God will not fix all our problems immediately when we cry out, but He immediately does something else which is much more important - He will lift us up when we cry out.  That is by far the most important thing, much more than stopping the wind.  Peter didn't need the wind to stop, he needed to stop sinking in the water, that was the main thing.  He needed to stop sinking in fear, he needed to stop drifting down away from Jesus – that was much more important than any dangerous weather issue being solved.  It was Peter that needed to be calmed, not the wind.
A man whose job is in jeopardy may not have the guarantee yet that he will stay at his job, but God can immediately free him from all fear, and comfort him with the promise that He will take care of all his needs.  God did not calm the ‘layoff’ storm, but he lifted this man up out of fear.  A sick person who prays may not be healed from their pain immediately, but the Lord can lift him or her out of the pit of despair and discouragement immediately – today, right now being free from doubt about whether God cares for them.  A person struggling with loneliness may not find a friend or companion right away, maybe they are single, and looking for marriage, for example.  They may not find a spouse for many years, but God can lift them up so that they have the grace to endure singleness with joy in fellowship with Him, and not despair thinking that “I don’t have anybody.”
This is the lesson we see when Peter is immediately lifted up, while the wind is still blowing.
Then we see that later on after Jesus and Peter entered the boat the wind was calmed (v32).  The situation was fixed later, but at that point it didn’t even matter whether the wind was calmed or not because Peter was walking with Jesus in victory over the water and freedom from fear.  I believe God wants to take us each to that point – where we can genuinely say “Lord, I can accept what You have for me in this situation for as long as Your will is, because You’ve lifted me up above it.  I’ll accept whatever You choose for me and praise You in the meantime.”
If God can bring us to a place where we have that attitude, and to see God's faithfulness in the storm, then it's much more amazing than to have the storms and see God work than not to have them.  It's like a song says, "If I'd never had a problem, I'd never know that God could solve them, and I'd have never seen what faith in God could do."
We should absolutely pray to our Father to help us in all our problems.  But Peter got to the point where he could get on in perfect contentment with the wind still blowing until God fixed the problem – because Jesus was holding him up.  And God can do that for us too.