I assume a material, godless world, but most theistic possibilities fall into the malevolence category.
It's a big category. It includes:
- God has no plan. God's just a kid with an ant farm...
- God's plan is incidental to us. Were mice in the walls.
- God's plan is antagonistic to us. Were roaches jamming up the card reader trying to keep warm.
- God's plan utilizes us as an intermediary resource expended to serve Their final goal. We're Rocket Raccoon helping the High Evolutionary fix his perfect society, before he incinerates us and our friends and destroys this iteration for the next. Or food for Great Cthulhu when He awakens from his slumber feeling peckish.
- Added We are playthings for God's entertainment, meant to be showered with drama and misfortune like ~~Job~~ Jonah in the belly of a great fish. Or Truman Burbank in the eponymous TV show.
In fact, the problem of evil is only a problem to a specific set of theistic models. We just happen to like those models because we get to be special.
The horror of nihilism is that we humans aren't special. That nothing is special is incidental. We're just that self-centered.