No, it's not necessarily wrong to wonder why God allowed something bad to happen to us. Job in the Old Testament asked the same question after he lost everything he had, including his health. He cried out to God, "What have I done to you?... Why have you made me your target?" (Job 7:20).
In reality, however, we often don't know why bad things happen to us, or why God has permitted them. Some day, in heaven, we'll understand -- but not now. We live in a fallen, imperfect world filled with sickness and sorrow, and none of us is exempt from its suffering and death. This has come about, the Bible says, because sin -- like a deadly spiritual virus -- has invaded the world.
The Bible may not answer the question of why something bad has happened to us -- but it tells us something far more important. It tells us that God knows what we're going through, and He loves us and wants to help us. Remember: God knows what it's like to suffer, because His Son, Jesus Christ, suffered and died on the cross for us.
Don't be angry at God, or think He has abandoned you -- because He hasn't. God loves you and wants to come into your life and give you hope -- hope right now, and hope for the future. Ask Jesus Christ to come into your life today. Then hold tightly to His promise: "Never will I leave you; never will I forsake you" (Hebrews 13:5). May God bless you.