What does Mark 14:33 mean?

"Distressed" is from the Greek root word ekthambeo. It can mean amazed, but in this context means to be thrown into terror. "Troubled" is from the Greek root word ademoneo and means to be anguished.

Once again, Jesus has taken His three closest disciples a little way further than the rest. Peter, James, and John are three of the first four men Jesus called to follow Him (Mark 1:16–20). They were with Him when He raised Jairus' daughter (Mark 5:35–43), at the transfiguration (Mark 9:2–13), and, with Peter's brother Andrew, asked Jesus privately about the timing of His kingdom (Mark 13).

The disciples have seen Jesus irritated (Mark 8:14–21), rejected (Mark 3:21; 6:1–6), and heartbroken (Luke 19:41–44), but they have never seen Him concerned for Himself and His own wellbeing. They knew that coming to Jerusalem would be dangerous; the Jewish leaders have been trying to arrest and kill Him for some time (John 11:5–8). And although they never fully understood Jesus' warnings about His impending death (Mark 8:31; 9:30–32; 10:32–34), those prophecies and the prophecy He only recently gave about the horrors before His final victory (Mark 13) must be somewhere in their subconscious.

Still, they show no sign that they understand what is going on. They have just celebrated a warm, if confusing (Luke 22:24–30; John 13:1–20), Passover meal with Jesus and the friends they have travelled with for three years (Mark 14:12–25). They are the closest followers of one of the biggest names in Jerusalem (Matthew 21:46). And Judas has gone—so they think (John 13:29)—to procure supplies for the Feast of Unleavened bread, promising another week of fellowship and attention.

Jesus has brought the three to witness His anguish not because they will be of any comfort. This is so they can pray for themselves, that they will succeed over their own temptations. From Jesus' words, they hear that it's okay to be anguished when faced with something horrible. It's okay to ask God if you can avoid the tragedy (Mark 14:36). But we always need to end that prayer with, "Yet not what I will, but what you will."

James will fail this test when he flees with the rest of the disciples, but he will be the first Christian martyr, losing his head to the king's sword (Acts 12:1–2). Peter will fail catastrophically (Mark 14:66–72), following Jesus from a distance until he realizes both his affiliation with Jesus and his rash behavior (John 18:10) have put his life in danger. But church legend says that Peter will be crucified upside-down, refusing to be executed in the same manner as his Savior. John, who stays with Jesus during His trial with the Sanhedrin and stands with the women before the cross (John 18:15; 19:26–27), will die of old age but only after being exiled and boiled in a cauldron of oil. They will stand because of the work of the Holy Spirit in their lives.