Each of us comes into this world with certain sparks that it is our task to raise. The hashgacha pratit (Divine Providence) one encounters will lead them specifically to where they need to do this work.
Hashem designed this system because He wanted us to build an authentic relationship with Him, which can be done only if we are given Free Will. He wants us to choose Him over the illusion of “other than Him” freely, which is only possible if we have seemingly true alternative options.
The primary way to ensure this choice is the creation of a form of fragmentation. As opposed to Gan Eden, a dimension made out of light, when all was easily understood as a component of a unique whole body of reality, our world, made out of materiality, is characterized by fragmentation, by things, each one with its body separated from the others.
This situation makes it very easy to think that multiple powers manage the world and to lose the awareness that all is indeed part of the same unity created by Hashem.