There is some good advice here.
Myself, I am Catholic. Don't expect any religion to give you a really plausible reason for pain and suffering - I truly don't believe one exists that WE will understand while on earth. I believe Christ suffered and died so that we could have salvation - and up on the cross, heck, HE even asked "My God, My God, Why Have you Foresaken me?" If Christ can ask, and He WAS God, then I figure it's ok for us to ask too, right??
I can't imagine not having faith and belief there is something beyond this. Everyone dies eventually - no matter whate. Everyone. It's just timing and circumstances that change. I believe that I will go to a better place...at least I know that in my head. Believing it in my heart when I look at my babies and think of them being without their mommy is a different story. But God understands that too. He understands that I get angry and scared and even question Him sometimes.
If God granted the answer to all of our wishes and prayers, we would never long to leave earth and be with Him (not my profound statement, I got it out of "When God Doesn't Make Sense", which is a great book if you are searching for meaning.) Only God knows why the suffering exists, and I hope someday, in heaven, He'll tell me!
On searching for religions, I believe most of GB is Protestant. But there are lots of different avenues for you. I agree with the others on reading - books, in particular. Someone mentioned a website that was Q&A and it told you what religion you should try out? Myself, Catholocism embraces well over 90% of my basic faith. I will pray for you on your journey and your search.
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