Many people think life is simple and easy as a religious Jew. You've got all the rules set up for you black on white, and if you'd like to know G-d's plan, or why bad things are happening... Your Rabbi will conveniently throw down some Torah wisdom for you to naively accept on faith.
Nothing challenges this point of view more than the Purim story. At first glance it sounds like every other Jewish story: They tried to kill us, we won, let's eat! But when you really line up the facts the complexity of the Megillah is almost unbearable. For example, while Esther and Mordechai go down in history as the righteous who brought about the redemption of the Jewish people, they themselves lived tragic lives. Esther was orphaned as a child, married to Mordechai according to one opinion, and then forced to marry a merciless cutthroat politician who was not Jewish, Achashverosh, and bear a child from him who would also never consider himself Jewish, while Mordechai watched and assisted her. And Mordechai was scorned by other leading Rabbis of his generation for his involvement in politics after the events of the Purim story. And the national experience likewise carried tragic elements. For one, those elders who had been alive to see the First Temple in its splendor cried upon seeing the Second because of its notable lack of Heavenly Presence and miraculous intervention. The Jews were very far from complete redemption and would only continue to drift further for over a thousand years, to this day.
This complexity is part and parcel of the miracle and message of Purim: The individual's utter joy and connection to the Jewish People's destiny and to Hashem even amongst the darkest of times. The Megillah begins with the words, ויהי בימי אחשורוש, and it was in the days of Achashverosh. The Midrash says the words ויהי בימי connotes anguish. The Maharal explains (אור חדש פ א) "and it was in the days..." is the experience of time passing without past or future. It is painful because it means constant change without certainty or direction. It is in this setting that the story takes place, from start to finish. Purim was established as a holiday for all generations because it reveals a masterful hidden design of events within darkness and confusion. Through the Megillah, the Jewish People received a supernatural strength to experience complete confidence and happiness on the inside amidst apparent lack of hope and direction on the outside.
שניתן לחוות את זה שהזמן עצמו הוי זימון והכנה לקראת תכלית בלי הוספה של דעת ליעד מסוים כמו אצל שאר מועדים
The life of a Jew is sublime, but not simple in practice. Although we believe there is always a direction and an answer, to see it and understand it is something else altogether. However, what we can and must do is look around at the chaos and darkness and courageously say "I don't know," while we rejoice like a disoriented drunkard on the inside as we witness the secret workings of Destiny, to which our role is absolutely essential.