In The Name of Allaah, The Most Merciful, The Bestower of Mercy.

Allaah [The Most High] said: [وَٱلَّذِينَ جَـٰهَدُواْ فِينَا لَنَہۡدِيَنَّہُمۡ سُبُلَنَا‌ۚ – As for those who strive hard in Us (Our Cause), We will surely guide them to Our Paths (i.e. Allah’s Religion – Islamic Monotheism)] [Surah al-Ankabut. Aayah 69]

Imaam Ibnul Qayyim [may Allaah have mercy upon him] stated: Allaah [Glorified be He and free is He from all imperfections] attached guidance to Jihaad [i.e. striving in the path of Allaah]. The people with the most perfect guidance are those who (perform) a greater Jihaad. And the most obligatory Jihaad is the Jihaad against the Self (a), Jihaad against (evil or vain) desires, Jihaad against shaytaan and jihaad against the Dunyah. (b)

Therefore, whoever strives against these four [in the path of Allaah and for the sake of Allaah], Allaah will guide him to the paths of His Pleasure that leads to Paradise. And whoever abandons Jihaad will miss guidance depending on the extent of what he neglected. Junaid [may Allaah have mercy upon him] said, “Those who strive against their (evil or vain) desires [in the path of Allaah] by way of repentance, Allaah will guide them to the paths of sincerity”. It is not possible to strive against the enemy in the open, except for the one who strives against these enemies inwardly. So whoever is aided against them, he will be victorious against his enemy. And whoever is overcome by them, his enemy will be victorious over him. (1)

a: Jihaad Against The Self: Striving to attain upright guidance, adhering to it after being acquainted with it, calling to it and exercising patience when faced with the difficulties in that path. (2)

b: Jihaad against the Dunyah: In a supplication, the Prophet [peace and blessings of Allaah be upon him] asked Allaah, saying, [اللهُّم لا تجعل الدُنيا أكبر همنا – O Allaah! Do not make the Dunyah our greatest concern”’. [Reported by Imaam Tirmidhee Number 3502 and declared authentic by Imaam Albaani in Saheeh At-Tirmidhee]. Al-Mubaarakfooree stated in his explanation of this supplication that it means, “Do not make wealth and status our greatest goal or the reason behind our grief, rather direct our greatest goal or the reason behind our grief towards the deeds of the afterlife”. (3)

[Ref 1: Al-Fawaa’id page 97]
[Ref 2: Zaadul Ma’aad 3/9-12]
[Ref 3: Tuhfah Al-Ahwadhee 9/475-477]