• They are caused by sin in the world (general sin, your sin or sins of others)
• God directs His help for you based upon His specific plan for your future.  Fighting His plan will only prolong your pain.
• "For I know the plans I have for you,” declares the LORD, “plans to prosper you and not to harm you, plans to give you hope and a future." (Jeremiah 29:11)
  

A good example of how God works in our lives is found in the Bible story of Joseph (Genesis 37-50).

• Joseph was sold into slavery by his own brothers - his misfortune was caused by their sin (and also due to his own sinful arrogance towards them).
• Through a series of temporary blessings, followed by more apparent misfortunes, God puts Joseph in position to be the most powerful man in the world (2nd only to the Egyptian Pharaoh).   This was God's ultimate plan for Joseph to help others.
• Likewise, God allows mixtures of misfortunes and blessings to put us in the position to better serve Him and to bless others. What you may consider a setback may well be God putting you in position and preparing you according to His plan.
  
• God's ultimate goal for our future is eternal life for us and those we influence:  "But God shows His love for us in that while we were still sinners, Christ died for us" -- Romans 5:8