We decided that physical pain is necessary to stop people from harming themselves. Say, if one were to break their leg, but they couldn't feel pain they would probably just get up and keep walking. Then after awhile, the leg gets infected and doesn't heal right and just imagine where that leads. Or the child who bites their finger keeps on biting and eventually has no more phalanges! Physical pain tells us to take our hands off a burning stove or remove the needle that pricks us while sewing. So while some people argue that pain is the one thing that God messed up in, I would argue that pain is quite necessary for our survival.
In his book The Knowledge of the Holy, A.W. Tozer says:
"As a child may cry out in pain even when sheltered in its mother's arms, so a Christian may sometimes know what it is to suffer even in the conscious presence of God."
This really helps my understanding of what it feels like to be in pain even though you know God is present and is aware of your pain.
It's a little harder to accept why God would let us experience emotional pain. Why do we get so emotionally hurt over messy relationships, the death of a close friend or relative, and seeing injustice in the world? Well, if you didn't have an emotional response to any of these things...would you do anything to fix injustices or revive unhealthy relationships? This might be going a little far, but if you didn't emotionally respond to death, would we all just kill everyone else? We wouldn't have empathy to feel for those that are missing lost loved ones, and we wouldn't care that others were dead. If there was no emotional pain would we even know what good was? Would we be able to understand love and sacrifice if there was no pain to off-set these emotions? Ultimately I would argue that we would not understand the love and sacrifice of Christ if there was no emotional pain. Yeah, being upset and hurt and crying is no fun and it frankly sucks. Don't we all wish that God would just take away the hurt and have us be joyful all the time? But what would the death of Christ and all the pain that he went through mean to us if we couldn't empathize with His hurt, if he couldn't empathize with our hurt?
"But pain insists upon being attended to. God whispers to us in our pleasures, speaks in our conscience, but shouts in our pains: it is His megaphone to rouse a deaf world." --C.S. Lewis