The question of suffering, and why it exists, is quite the challenge for people of any faith. In fact, it is often referred to as the problem of evil, or the problem of suffering, because the question of offering a plausible explanation for it is indeed quite the problem. Most major world religions make an attempt to wrestle with this problem.
For example, in the Buddhist religion, the cause of all suffering is taṇhā, a Sanskrit word that literally means thirst, though it is usually translated desire. This is something that comes to us naturally, and refers to either a craving for sensory objects, wanting an experience we do not have, such as a vacation, or a job, or not wanting an experience we do have, such as being sick. Buddhism is a way to overcome this desire.