A while ago, one I consider a friend was depressed, and asked me a question.
He asked that if there was indeed a God, why would He let so many bad things happen to him?
I had no answer for him back then.
A year later, I think I might have one that makes some sense.

When faced with trials and generally bad circumstances, one tends to grow stronger - if it doesn't kill, that is. In the case of a believer, they are also drawn closer to God, learning to rely on Him, and possibly get to know Him better.

So maybe bad stuff happens because through them, people have the chance to become better people/improve themselves.

Keep smiling; don't let self-pity take over. If one cannot be happy in one's own circumstances, one can always find joy in someone else's good fortune. =)