"Before I formed thee in the belly I knew thee." Jeremiah 1:4
We often think about an afterlife, but we don't think of a before-life as often. The Lord knew Jeremiah before he was even a fetus. This is only possible if we existed before physical birth, even though our finite minds can't comprehend this as easily.
We were once intelligences, the basic component of being. But we had to go from that state to another state. Similar to physical birth, our heavenly parents birthed our spirits. Heavenly Father and Heavenly Mother taught us about how we could return to them after being physically born. We'd have to relearn all this.
We left the nest to come to earth so we could grow. We knew we would face trials, and life wouldn't be fair during mortality.
We intellectually knew what would happen, but we had no idea what mortal life would really be like.
To me, it's like a teenager saying parenting is easy. Now we're in for the long haul.