The problem I see is that God never promised us an easy life if we chose to follow him. You would think that those first disciples and apostles would have deserved such a life, if anyone did, but they didn't have it. They were persecuted, and most were killed. As Christians, we are followers of Christ. And as such, we have to go where he went. And before he went to Heaven to sit at the right hand of the Father, he suffered. We should not be surprised that we have to follow him in his suffering.
Peter, in his first letter, warns us that this will happen to us, and explains that it can be the will of God that we go through these things. "Beloved, do not be surprised at the fiery ordeal among you, which comes upon you for your testing, as though some strange thing were happening to you; but to the degree that you share the sufferings of Christ, keep on rejoicing; so that also at the revelation of His glory, you may rejoice with exultation...Therefore, let those also who suffer according to the will of God entrust their souls to a faithful Creator in doing what is right." 1 Peter 4:12-13,19.
The prophet Jeremiah, in his Lamentations, explains God's compassion and mercy, even in regards to his judgement. "The LORD's lovingkindnesses never cease, For his compassions never fail. They are new every morning; Great is Thy faithfulness...For the Lord will not reject forever, For if He causes grief, Then He will have compassion According to His abundant lovingkindness. For He does not afflict willingly, Or grieve the sons of men...Is it not from the mouth of the Most High That both good and ill go forth? Why should any living mortal, or any man, Offer complaint in view of his sins?" Lamentations 3:22-23, 31-33, 38-39.
We know that our sins are blotted out if we but confess them. "If we confess our sins, He is faithful and righteous to forgive us our sins and to cleanse us from all unrighteousness." 1 John 1:9. But we still have to live in this sinful world. Once we confess and repent from our sins, they are no longer held against us. They cannot keep us from God any longer. But as long as we are in this physical world, our deeds will have consequences. A murderer can repent and become a child of the most high God, but he still has to serve out the jail term he was sentenced to. The family of his victim will still have to bear their grief in this world, whether they are Christians or not. Just because we follow Christ, we do not become immune to the decay of this world. Isaiah told us: "Lift up your eyes to the sky, Then look to the earth beneath; For the sky will vanish like smoke, and the earth will wear out like a garment, And its inhabitants will die in like manner, But my salvation shall be forever, And my righteousness shall not wane." Isaiah 51:6
So, why do bad things happen to good people? For the same reason that good things happen to bad people. God isn't in the business of favoritism. He created each one of us, and loves each one of us, whether or not we love him back. But we are in a fallen and sinful world, and we are under natural laws. Gravity works. We can fall off a ladder and hurt ourselves. The economy can go bad. Cancer can invade our bodies. Some of our problems come as a result of other people. This is because God gave all humans a free will. We are not robots who are controlled by some big remote in the sky. We each have our own minds, and are free to live however we want. Sometimes we hurt each other through our actions.
We are not given a different lot in life because we are Christians. We are, however, held to a different standard. Jesus said: "You have heard that it was said, you shall love your neighbor, and hate your enemy. But I say to you, love your enemies, and pray for those who persecute you in order that you may be sons of your Father who is in heaven; for He causes His sun to rise on the evil and the good, and sends rain on the righteous and the unrighteous." Matthew 5:43-45. We are to treat everyone the same, regardless of how good they are. Even regardless of how good they are to us! That's a hard one. But it is what sons of God and followers of Jesus are to do.
We are not promised different circumstances because we are Christians, but we are promised peace in all circumstances. We can be joyful even in our afflictions. As Paul wrote to the church in Philippi: "Rejoice in the Lord always; again I will say, rejoice! Let your forbearing spirit be known to all men. The Lord is near. Be anxious for nothing, but in everything by prayer and supplication with thanksgiving let your requests be made known to God. And the peace of God, which surpasses all comprehension, shall guard your hearts and your minds in Christ Jesus." Philippians 4:4-7. Notice that he did not promise the answers we wanted for our prayers, but he said we would have peace which would guard our hearts and minds.
So, next time someone asks you why bad things happen to good people, you can tell them. And you can let them know that even though things aren't going well, they can have peace through Jesus Christ. All they need to do is ask.