Every single step done by us is written by God. Then why, by doing good or bad deeds, do we go to heaven or hell, while we never perform any step without God’s permission?

Even that is written by God.

One can attribute the law of Karma for the grown up adults inflicted by deadly diseases like cancer, But how one can explain innocent children getting this deadly disease?

Everything in this world happens according to the Karma. Children get afflicted with deadly diseases like cancer because of their Karmas in their previous births.

Why does God create this world? Why does he make us suffer? Why can’t he forget all our sins and give us all Moksha instantly and wind up His Show? Is it His Lila to make us suffer?

When one participates in a motor race or wants to become a solider, he very well understands the risk involved in the job. Doesn’t he?
So, even after you witness so much of suffering in the world, you wish to continue the same lifestyle. That just implies that you are ready for the battle!
Joy or sorrow does not arise from any object or event as you imagine. It is in your mind. So, the key is to keep your mind aloof and unaffected from the happenings of the world. Yes. That is the solution. God is so compassionate that He has also shown the techniques, ways and means to achieve this state of aloofness. That shows His grace. What more? He shows no discrimination in showering His grace, based on caste, creed, religion, gender, wealth or power.

Why does Bhagavan Krishna give sufferings to even those who love him?

The hell is full of sorrows and the heaven is full of joy. But for anyone and everyone on earth, it is a mixture of both joy and sorrow.
To forget this mixed results of joy and sorrows, we should be totally immersed in Bhagavan Krishna’s eternal bliss.
It is only in order to get his most loved ones into that state, Krishna, an ocean of compassion, gives sufferings.

In age of Kali too there are people who are very much devoted to their guru and god, feeding the poor and the cattle, living lives in an orthodox manner. But I find these people suffer the most and the worst conditions in life. It can be due to their karma but when a normal man sees these good people suffer the most, he starts to believe that there is no use for dharma, god or guru for life. Why should God make such good people suffer without considering that these suffering would mislead the normal people seeing these devoted people suffer?

Let us assume that a person is packing up his luggage to go on a long travel and is scheduled to leave that day. After taking his regular meals, he realizes that there is a little more food left. He would then decide to eat up the remaining food also, because he would not be home the next day to consume the same.
In just the same way, those people for whom the current birth is the last would have to undergo their remaining Karma some way or the other. Hence good people wipe out their Karmas through such sufferings.

Sometimes, when we see people suffering from problems, we attribute it to being the effects of the sins of the previous birth. What would have happened in the very first birth, when there wouldn’t have been any ‘previous’ birth and hence no merits or sins associated?

Yes. In the very first birth, everybody was given all the amenities alike and good health and happiness alike too. Then, it is because of each individual’s greed that they started committing sins.

What is the difference between God and Karma?

Karma is the ‘Jada’ (lifeless) and the bondage. God is the pure Consciousness and Supreme Self and is free from all bondages.

It is stated that a true Mahatma will not punish the person who caused him harm. If that is the case, then who will punish him and make him realize his mistake?

Mahatmas never punish. But the power that is responsible for the functioning of the entire cosmos will punish.

Why do we get sufferings in life? Why can’t God create a world that has no sufferings, or better not perform Creation at all, at the first place?

Let us assume that someone comes to me and I tell him that I am his saviour and that it is me who has been protecting him so long. He immediately would ask me for explanation. I go to say that as per his karma, he should have died at this point of time or some accident should have befallen, but I have nullified his bad karma and protected him.
Even if this were true, the person would laugh at me and call me a bluff. But, if he encounters a dangerous situation and comes out of it without any problems, it is then that he would realize the truth.
It is easy to question after an event has happened, but our mind does not realize the invisible protection that keeps away harm. That is quite the nature of the mind.
So, if there is no suffering, we don’t realize the protection. That is why we get sufferings.

Why are human beings punished for the acts of their previous births, when everything is pre-destined? What is the role of God here?

The destiny simply decided based on the acts of the previous births. God is like a judge that administers justice in a court.