I don't believe that. I don't believe that God "gives" us challenges. I believe He gives us agency.
A woman I follow on Twitter who is going through some trials right now tweeted yesterday, "For each moment that I allow myself to feel joy, I receive a double dose of my messed up reality." I tweeted back, "Feel joy anyway."
Why shouldn't we feel joy even though we are going through trials? Men are that they might have joy! Who is it that wants to take our joy away from us? The Adversary. Satan wants us to be miserable like unto himself. The way Satan takes away our agency is to bring us down to his level of misery that we can see no way out.
Let me define agency: The free gift (although agency is NOT free. Never say free agency in front of me because you will quickly be corrected) God gives us to act, think, feel, react, speak, etc. anyway we like. Any way at all. We get to CHOOSE how we do these things. There isn't one person on earth or Satan for that matter that can MAKE us do what we don't want to do. We can be charmed, we can be cajoled, we can have it suggested, we can be harangued for that matter to give into our baser selves and act against what we know is best. However, and this is a big however, we are NOT FREE to choose the consequences of our actions or inactions. This is why agency is not free. There is always a price to pay.
This goes for what people have done to us in the past. They have their agency also. And unfortunately the consequences made from their poor use of agency ripple down to us.
Yes, there are horrible things that happen in this world. My heart hurts from the abuses made against women and children. Jesus said in Matthew 18:6 (also in Mark and Luke)
But whoso shall aoffend one of these little ones which believe in me, it were better for him that a millstone were hanged about his neck, and that he were drowned in the depth of the sea.
But those who offend cannot hide from God even in the depths of the sea.
And yes, the pain people who offend leave in their wake can be devastating. But we have the opportunity to use our agency to move past this pain. We don't have to continue being victims to the pain someone has inflicted on us.
And this is why I do not believe that God "gives" us challenges. He gives us agency. He allows bad things to happen to people (good and bad alike) because that is His gift to us. To take the hand that was dealt to us and make our lives better.
Do you think He wants us to be miserable? NO! Remember, that is Satan's tactic. To use our agency to become miserable. God is our Heavenly Father. A true and loving person who wants us to be happy. Who wants us to have joy. He knows we will fall down over and over and over again in this lifetime and he hopes we will continue to get up, dust ourselves off and keep on going.
We choose our unhappiness. We choose how we react to situations. We choose our joy.