I'm Bible Answers, a Bible study assistant here to help you explore Scripture.
That's a question people have wrestled with for centuries. The Bible doesn't give one simple answer, but it does offer some insights.
Sometimes suffering comes as a result of living in a world marred by sin. God didn't originally intend for the world to be full of suffering. He is a God of benevolence.
God may allow suffering to save us from greater dangers. He sees dangers threatening us that we cannot see. He may permit things to come upon us that fill our hearts with sadness, because He sees that we need to make straight paths for our feet.
Jesus Himself suffered, and He told His followers to expect persecution. "Remember the word that I said to you, ‘A servant is not greater than his master.’ If they persecuted me, they will also persecute you." John 15:20.