For in that He Himself has suffered, being tempted, He is able to aid those who are tempted.
Hebrews 2:18
Compassion is a word that is slightly misunderstood in our day. Compassion is a sense of shared suffering, most often combined with a desire to alleviate or reduce such suffering. In this way it is slightly different from empathy, in that the compassionate person will seek to actually aid those they feel compassionate for.
Take, for example, the case of Nathan. Nathan was injured in a car accident, and was in the hospital, doing physical therapy, for several weeks. His friend Chris, not only felt sorry for him (empathy), but actually helped him do his physical therapy by helping him get in and out of his wheelchair, walking with him as he struggled to walk, etc. Chris had compassion for Nathan.
On a much grander scale, Jesus Christ has compassion for us. Think of it! He not only feels sorry for us, but actually helps us in our suffering by having suffered Himself. Because of His suffering, we have the inheritance of heaven! Whatever pain, sadness and suffering we have experienced, we can know that Jesus understands our trials and difficulties, because He has lived here on earth and He was surrounded by sin, just as we are. More than that, He knew sin’s effects. He saw his friend Lazarus die, and this caused him to shed tears. In compassion He raised Lazarus from the dead!
Yes, Jesus Himself has suffered. His suffering was at its climax as He hung on the cross for us. Fastened there, He was bearing your sins and mine, in fact, the sins of the entire world. God the Father was punishing Him there so that we would not have to be punished.
He does, as the passages states, aid us as we are being tempted. He comes to help us and give us strength to fight temptation. And for those times that we have sinned, He aids us by taking our sin from us and by giving us, through the forgiveness of sins, a clear conscience.
He truly does have compassion for us. Perfect compassion!