Actually a not uncommon religious devotion that has been practice for nearly 2,000 years in Christianity and with roots in Judaism. It is also practiced in Islam.
That aside it's not something that anyone should be driven to do. But thats the thing with organised religion; it 'gets away' with practices that if they were not done for religious purposes would see some (usually psychiatric) intervention; self harming, speaking gibberish and thrashing on the floor, voices in your head telling you what to do and how to think, genital mutilation and so on. Even standing on a street shouting at people. If any of these took place
without a religious 'excuse' you'd be hauled away...