Why Pain?
I'm about to offer a very incomplete answer to that question. But I think this is at least a partial answer:
Sometimes in life, you must experience pain in order to make you get yourself get off your sedentary ass and get on with doing what you know you really need to do.
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That is clearly only a partial answer applicable only at certain times of life. But if this partial answer doesn't fit your circumstances, go read The Problem of Pain, Surprised by Joy, A Severe Mercy, The Book of Job, and The Shack. None of them will answer the question completely either. But all of them suggest what I'm suggesting above -- pain hurts, but it is often productive. If not for now, then for what lies ahead.