Job 1:9-12

9 So Satan answered the LORD and said, “Does Job fear God for nothing? 10 Have You not made a hedge around him, around his household, and around all that he has on every side? You have blessed the work of his hands, and his possessions have increased in the land. 11 But now, stretch out Your hand and touch all that he has, and he will surely curse You to Your face!” 12 And the LORD said to Satan, “Behold, all that he has is in your power; only do not lay a hand on his person.” So Satan went out from the presence of the LORD.

Why did God let Satan do this to Job? I believe that Job, like us, needed to be able to answer Satan's accusation for himself. If a Christian who has never had any problems is asked, "Will you still follow Jesus when times get tough?", he doesn't really know the answer until he has been through it. This takes away our confidence, if we aren't totally sure whether one bad turn of events would cause us to lose our faith. On the other hand, the more hardship we endure with our faith intact, the more we know for sure that we will never lose it.