The first chapter of Bhagwad Gita is ‘Arjuna Vishada Yoga’—it begins with the sorrow of Arjuna. This is an important thing to understand. One will not turn around and try to find the truth behind the appearances unless sorrow comes about in some form.
Otherwise, one would remain satisfied with the little lollipops offered. One would suck them and sit satisfied for one’s entire life. But the Supreme Reality does not allow this to happen and, therefore, it manifests sorrow. When sorrow comes, one doesn’t run away from sorrow.