Luke 7:11-17 New Revised Standard Version (NRSV)
Jesus Raises the Widow’s Son at Nain
11 Soon afterwards[a] he went to a town called Nain, and his disciples and a large crowd went with him. 12 As he approached the gate of the town, a man who had died was being carried out. He was his mother’s only son, and she was a widow; and with her was a large crowd from the town. 13 When the Lord saw her, he had compassion for her and said to her, “Do not weep.” 14 Then he came forward and touched the bier, and the bearers stood still. And he said, “Young man, I say to you, rise!” 15 The dead man sat up and began to speak, and Jesus[b] gave him to his mother. 16 Fear seized all of them; and they glorified God, saying, “A great prophet has risen among us!” and “God has looked favorably on his people!” 17 This word about him spread throughout Judea and all the surrounding country.
John 16:33 New International Version (NIV)
33 “I have told you these things, so that in me you may have peace. In this world you will have trouble. But take heart! I have overcome the world.”
“There is pain in this world, and it hurts, it hurts a lot for those who go through it.” ― The fact that Jesus came to earth where he suffered and died does not remove pain from our lives.
If we were to look at any situation and ask God why? He will be able to answer. The very fact that he suffered for our sins is to say that he loves us, but yet when sufferings really hurt we start asking questions.
What about innocent lives? Lives of innocent children?
One indication is that they may be in heaven, the example is from 2 Samuel 12:23 when David's first son died, his response was, "I will go to him(Heaven), but he will not return to me"
2 Samuel 12:23 NIV
But now that he is dead, why should I go on fasting? Can I bring him back again? I will go to him, but he will not return to me."
The 21st century has been the bloodiest century. Atheism has killed more than any other reason. Hitler, Stalin, Mussolini etc put together have killed more people. ISIS or islamic terrorist groups use religion as a reason to acheive their materialistic goals.