Challenges are part of the process

“No pain that we suffer, no trial that we experience is wasted. It ministers to our education, to the development of such qualities as patience, faith, fortitude and humility. All that we suffer and all that we endure, especially when we endure it patiently, builds up our characters, purifies our hearts, expands our souls, and makes us more tender and charitable, … and it is through sorrow and suffering, toil and tribulation, that we gain the education that we come here to acquire.”
-Elder Orson F. Whitney

God knows us and loves us.He wants us to grow and become like Him. In order to do that, we need to be challenged.

Source: God is trying to build you into something amazing