That this happened for Jesus immediately after his baptism might suggest to us that his experience would be somewhat normative for us who seek to follow him. If he is an example for us, then surely his example of temptation in the wilderness exemplifies an experience that we all will walk through.
But many Christians try to avoid the wilderness. They feel that something is wrong with them if they find themselves in the wilderness, as though God has left them. Ancient Christian testimony teaches that God is more likely closer than ever when we feel ourselves in the wilderness. The Bible teaches this in Jesus' own experience: it was the Spirit who "drove" him out into the wilderness, and it was the angels who ministered to him once the temptation was over. The grace of God, bookending Jesus' wilderness time.
One writer says we should look for those who have walked through the wilderness and look to them for help and guidance. We could begin by regularly reading, and even praying, the psalms. The psalms are a map for finding our way in the wilderness. In this collection of the songs of prayers of Israel we have many "laments," which describe the spiritual experience of feeling absent and away from God, questioning his presence in life, and finding one's way back to him, only to find that he never actually left but was with you the whole time. Sadly, many contemporary Christian "worship" songs take a line or two from the laments psalms as a jumping off point for a more "pleasant" worship aesthetic. Take Psalm 42 and the popular song, "As the Deer," as an example.
In addition to our map, the psalms, we can find a compass for orienteering ourselves in the wilderness in the Biblical concept of hiding scripture in our heart. This article discusses how our technology changes our modes of thinking and remembering, so that we are remembering less information and more of where to find the information. This means we may not be recollecting scripture as readily as we need to when we need to. Are we hiding scripture in our hearts, or on our iPhones? What do we do when we need a word of comfort but our smartphone is dead?
By reading the psalms, we'll learn the ancient, Biblical practice of scriptural meditation, spending time with the Bible, learning it, embedding it deep within us, so we can recall it in our time of need. The psalms are our map through the wilderness, and the practice of memorizing scripture, hiding it deep within us, is our compass to guide us. These two disciplines awaken us to God, who is right in the middle of the wilderness with us.