Why does life have to be so hard in this world?
The material world is a kind of virtual reality in which we souls, who are transcendental, spiritual persons, identify with the bodies we inhabit. We suffer because we think that whatever happens to our bodies happens to us. Krishna has designed the material world so that there's much suffering here, because He wants us to realize that we can never be satisfied outside of our relationship with Him.
To help us see the futility of our endeavors for material happiness, the Vedas describe three categories of suffering in this world:
Miseries from the Body and Mind
Every material body suffers the pains of birth, death, old age, and disease. And that's just the beginning of the list. Add hunger, thirst, lamentation, illusion, depression…
Miseries from Others
Human beings inflict unimaginable pain on each other. Even our family and friends can wound us deeply. Add to that biting insects, growling dogs, wild animals…
Miseries from Nature
Heat, cold, fire, hurricanes, tornadoes, blizzards, volcanoes, earthquakes, tsunamis…
All suffering comes because we've lost our original consciousness—Krishna consciousness—and are identifying with our bodies and the temporary affairs of this world. By returning to Krishna we can regain the unending happiness that is our spiritual birthright.