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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 consequence of living in a world marred by sin. God didn't originally intend for the world to be full of suffering, but sin has brought about many negative consequences.
Other times, it may seem like the righteous suffer while the wicked prosper. This can be perplexing, but we are called to trust in God's love even when we don't understand His ways. We can remember that Jesus Himself suffered, and He told His followers, "If they have persecuted me, they will also persecute you." John 15:20.
God may also allow trials to come into our lives to draw us closer to Him and to correct us. He sees dangers we cannot see and may permit sadness to help us make our paths straight.