Why do we have challenges?

Often people who are atheists comment that if there is God, why are there so many challenges or bad events in one’s life. I asked the teacher who offered Bhagavad Geetha lessons in uptown Manhattan. It was a half lit room and a sense of silence and calmness. I looked forward to tuesday evenings to go and visit and come back feeling a sense of euphoria. He said we are one thought away from enlightenment. The moment we let go of “I ” thought, we are enlightened.

But why are there challenges? Why are there all these sad events? He said that these sad events happen in one’s life to bring them closer to God. For some people even a small event would bring them closer to God, for others it might mean losing their own family in an earthquake.

I have realized the corollary of that is true, if we are in close proximity to God or the creator, why would we have even sad events or challenges?