One may ask why the living entity is put into the material world. Indeed, sometimes foolish people deride the Lord for having put them here. Actually, everyone is put into conditional life according to his karma
SB Canto 7
O most powerful, insurmountable Lord, who are kind to the fallen souls, I have been put into the association of demons as a result of my activities, and therefore I am very much afraid of my condition of life within this material world. When will that moment come when You will call me to the shelter of Your lotus feet, which are the ultimate goal for liberation from conditional life?
Being in the material world is certainly miserable, but certainly when one is put into the association of asuras, or atheistic men, it is intolerably so. One may ask why the living entity is put into the material world. Indeed, sometimes foolish people deride the Lord for having put them here. Actually, everyone is put into conditional life according to his karma. Therefore Prahlāda Mahārāja, representing all the other conditioned souls, admits that he was put into life among the asuras because of the results of his karma. The Lord is known as kṛpaṇa-vatsala because He is extremely kind to the conditioned souls. As stated in Bhagavad-gītā, therefore, the Lord appears whenever there are discrepancies in the execution of religious principles (yadā yadā hi dharmasya glānir bhavati bhārata. .. tadātmānaṁ sṛjāmy aham (BG 4.7)). The Lord is extremely anxious to deliver the conditioned souls, and therefore He instructs all of us to return home, back to Godhead (sarva-dharmān parityajya mām ekaṁ śaraṇaṁ vraja (BG 18.66)). Thus Prahlāda Mahārāja expected that the Lord, by His kindness, would call him again to the shelter of His lotus feet. In other words, everyone should be eager to return home, back to Godhead, taking shelter of the lotus feet of the Lord and thus being fully trained in Kṛṣṇa consciousness.