Bewilderment as the True Comprehension

Bonhoeffer concludes ch. 4 of (Cost of) Discipleship with a quotation of Luther. The quotation can be found in several places on the internet (e.g. here, here).  I give it here in a more recent translation (2003).

Things must go, not according to your understanding but above your understanding. Submerge yourself in a lack of understanding, and I will give you My understanding. Lack of understanding is real understanding; not knowing where you are going is really knowing where you are going. My understanding makes you without understanding. Thus Abraham went out from his homeland and did not know where he was going (Gen. 12:1ff). He yield to My knowledge and abandoned his own knowledge; and by the right way he reached the right goal. Behold, that is the way of the cross. You cannot find it, but I must lead you like a blind man. Therefore not you, not a man, not a creature, but I, through My Spirit and the Word, will teach you the way you must go. You must not follow the work which you choose, not the suffering which you devise, but that which comes to you against your choice, thoughts, and desires. There I call; there you must be a pupil; there it is the time; there your Master has come.

Bonhoeffer does not give the exact reference to Luther. The more recent English translation I mentioned earlier provides a helpful footnote (p. 91n23) explaining that Bonhoeffer came across the quotation by way of Karl Witte's Nun freut euch lieben Christen gemein (1936), 243–44. Apparently Bonhoeffer's copy of this book has been preserved, and that copy is marked at this point.

The original text is Luther's "The Seven Penitential Psalms," 2d ed. (1525), available in Luther's Works, vol. 14, p. 152 (WA 18.489, lines 15–27). Luther originally wrote the above paragraph as a comment to Psa 32:8, "I will instruct you and teach you the way you should go." The beginning of the comment says:

This is where I want you to be. You ask that I deliver you. Then do not be uneasy about it; do not teach Me, and do not teach yourself; surrender yourself to Me. I am competent to be your Master. I will lead you in a way that is pleasing to Me. You think it wrong if things do not go as you feel they should. But your thinking harms you and hinders Me. Things must go...

And the paragraph continues as quoted by Bonhoeffer.