Suffering is something from which we instinctively shrink. It is natural for us to try to avoid anxiety or pain. But Job makes clear that trouble and suffering are as common to man as sparks flying upward from a fire (Job 5:7).
We are introduced to Job as a righteous man, heavily blessed by Jehovah with this world's goods.
When Satan suggests to God that Job's righteousness is directly tied to his being "hedged" or protected by divine blessings, God agrees to allow Satan to take away everything Job has, including his health.
Upon hearing that his great herds of cattle and camels were gone, his sons and daughters killed and his entire estate destroyed, the holy Job responds: "Naked came I out of my mother's womb, and naked shall I return thither: the Lord gave and the Lord hath taken away; blessed be the name of the Lord."
At this point we are introduced to three of Job's friends, who come first to mourn his dreadful state and then to advise him.
They believed, incorrectly, that all suffering is directly related to the sins of the sufferer. They added to Job's suffering by accusing him of all sorts of sins and urging him to repent if he would be relieved.
Job and his friends learn that human suffering can lead to greater patience, appreciation of life and understanding of God's divine plan. They also learn an important lesson: That it is impossible for us to fully understand God's ways, including his full purpose in allowing suffering.
That sins and suffering of the same individual are not always linked is an important piece of knowledge in understanding the suffering of Jesus on the cross. His sins did not bring his suffering but rather he voluntarily bore the punishment for sins of others, becoming obedient unto the Father's will that he suffer for mankind as a whole.
We find in both Job and Jesus evidence that life and its suffering provide a testing ground to "prove" the individual for a life in heaven.
If we view our own sufferings as a "trial" and determine we will pass the test, no matter what, we greatly improve our chances of winning that home in heaven for which we yearn. Like the pain the athlete suffers, it will melt in the glory of winning the race - and it becomes endurable and even worth being proud of, though we wince.