In the last three chapters, Jesus told the disciples about big callings, big challenges, and big promises. The purpose of Jesus's words at these times is that the disciples "may have peace" (16:33). In particular, the big callings give the disciples a sense of direction, the big challenges give the disciples a heads-up time, and the big promises provide ways to have peace in the middle of difficult times.
Speaking of big challenges, while Jesus tells the disciples that they "will have tribulation", Jesus encourages the disciples to "be of good cheer" because Jesus "[has] overcome the world" (16:33). According to Merriam-Webster, "overcome" means "to get the better of" or "to gain the superiority". We see Jesus overcome the world when he focused on the Father more than worldly desires. Additionally, the promises that Jesus told ultimately CAN NOT be countered by the world in the end. From Jesus's overcoming, the disciples can "be of good cheer" because Jesus's love counters the world's hate, not to mention that they are ultimately guaranteed victory in Jesus. Although the disciples at first struggled with fear, they eventually saw Jesus's victory in the resurrection and did not get thrown down by fear -- even when they faced death threats.
Even today, there are plenty of challenges we face in the world. Sometimes, other people can throw down Jesus. However, we too need not be thrown down because we can remember that Jesus provides a great Helper, connection with Jesus and the Father, peace that is eternally secure, and most of all, great love via showing a counter to the power of death in spite of us screwing up.