The mystery of human suffering will not be solved completely in this life.
Sometimes we suffer simply because we are human. Our bodies change as we grow older, and we are susceptible to the normal problems of life. The same body that can bring us pleasures can also bring us pains. The same family members and friends that delight us can also break our hearts.
Sometimes we suffer because we are foolish and disobedient to the Lord. Our own rebellion may afflict us, or the Lord may see fit to chasten us in His love (Heb. 12:3). King David suffered greatly because of his sin; the consequences were painful and so was the discipline of God (see 2 Sam. 12:1-22; Ps. 51). In His grace, God forgives our sins; but in His sovereignty, He must permit us to reap what we sow.
Sometimes suffering is a tool God uses for building godly character (Rom. 5:1-5). Certainly Paul was a man of rich Christian character because he permitted God to mold and make him in the painful experiences of his life.