A rather unique doctrine of the Church of Jesus Christ of Latter-day Saints reveals that all of us had an existence before birth as spirit children of God. The Bible mentions this in reference to Jeremiah (1:5) and Job (38:4, 7). Revelations 12:7 talks of the "war in heaven", where the spirit children of God chose to follow either Jehovah (Christ) or Lucifer (Satan). Satan's followers were cast down and Christ's followers were prepared to come to earth through birth.
When you chose Christ before you were born in mortality, it wasn't just a choice, it was a commitment. You said you would follow Christ - that is why you are here. Mortality is called a lot of things, but it may be thought of like a very extended military "boot camp". It is designed to ascertain if you are qualified to be part of God's "army".
The biggest thing to remember is that you committed to this. You enlisted in God's development program. I suppose you can say that you did not bargain for the trials presently faced, but it was all explained to you previously, including the fact that you would not remember anything prior to your enlistment. Once you start down this path, you can't bow out until you complete "boot camp", at least not honorably. That is literally suicide on a few levels.
Repentance and baptism are described in holy writ as the gate that opens upon the path to the promised life with God:
2 Nephi 31:17-18
Wherefore, do the things which I have told you I have seen that your Lord and your Redeemer should do; for, for this cause have they been shown unto me, that ye might know the gate by which ye should enter. For the gate by which ye should enter is repentance and baptism by water; and then cometh a remission of your sins by fire and by the Holy Ghost.
And then are ye in this strait and narrow path which leads to eternal life; yea, ye have entered in by the gate; ye have done according to the commandments of the Father and the Son; and ye have received the Holy Ghost, which witnesses of the Father and the Son, unto the fulfilling of the promise which he hath made, that if ye entered in by the way ye should receive.
Our lives are designed to be the testing of our committment to Christ and God that we gave before our birth. It is well to remember that punishments promised to the disobedient are proportionate to the committments and covenants we made.
Training is rigorous, to be sure. It is a proving ground, to say the least. It was what God offered - the path forward. Christ laid the trail and showed us the way. We must all prove ourselves worthy to continue on the path and every committed person will pass this test of mortality. You can do it.