When a person who was moving fast in the path of name, fame, money and luxury takes a turn towards bhakti/devotion, he starts feeling lots of problems. Try to burn a wooden log, which is little wet due to moisture. It generates lots of smoke before real fire emerges.
The wooden log is a common man, the moisture is Maya, the efforts to lit the fire is devotion, the flame is divinity and the smoke is problems.
Heat generated by fire will first dry up the moisture accumulated in the log and then the sacred flames will burn the entire log resulting in egoless identity of one - ashes and Shiva loves ashes very much. And then one becomes worthy enough to be embraced by Shiva and be one with Him.