And the hand of Midian prevailed against Israel: and because of the Midianites the children of Israel made them the dens which are in the mountains, and caves, and strong holds. (Judges 6:2)
The children of Israel had disobeyed The Lord and began to fear the gods of the Land. Because of their disobedience, The Lord allowed the Midianites and associated countries to oppress them. Instead of recognizing their error, repenting and seeking The Lord, they dug out dens, caves and strongholds for them to seek refuge from their oppressors. Their actions of self preservation were just as sinful as bowing to the idols of the land: the latter involved seeking deliverance by a false god and the former involved them delivering themselves or being their own god.
Our lives have not been much different. Like Israel, hypothetical caves, dens and strongholds are things that flesh driven man creates to deal with the consequences of his sinful actions. While lost in sin, we too developed our self defense mechanisms or our own methods of refuge just as the Israelites did. Some of our self defense mechanisms also may have been developed during times of backsliding or wandering away from God. Either way, we all have them. Today, they may be one of our greatest enemies and the cause for more of our failure at living by faith than our spiritual enemy. Our actions of self preservation may occur when we dominate those in our environment while striving to control all aspects of our lives or it may appear as an over indulgence in work to achieve security through recognition or avoidance of rejection. Self preservation may occur when the believer tries to escape his circumstances by either physically running away or by escaping through drugs, alcohol or any other method of mood altering.
While in the midst of a trial or difficult circumstances, stop and check yourself. Honestly look at what you are doing and determine if you are trying to bring about a resolution to your problem. If you are, that action is just one of your coping mechanisms. If you are exercising it here, then you are more than likely doing it in other areas of your life. That hypothetical cave, den or stronghold needs to go. You can get rid of it by repenting and confessing. Afterwards, ask God to guide you to him for refuge and deliverance. The process will occur over and over and is nothing more than becoming a disciple of Jesus Christ.