The Arizal: Why suffering in this World

The ARI teaches, that various judgments (Sufferings) are not intended as punishments, so much as they are meant, to cleanse a person from sin.

Thus, Gehennom - and reincarnation (when it is imposed) - are means, by which one's sins are purged; (allowing one then to ascend to a higher level in Gan Eden).

Death, too, is an integral part of this cleansing process.