In Pirkei Avot, Perek 5 Mishna 3 it says that Hashem gave ten tests to Avraham. Rashi and Rambam argue as to what some of these tests are. Unlike Rambam who says that Avraham being asked to leave his homeland was the first test, Rashi says that the first two tests involved Avraham first hiding from Nimrod who wanted to kill him and then being thrown into the burning furnace by Nimrod. In these two cases, the test lies in Avraham defending his monotheistic beliefs, knowing fully that he would face repercussions from the polytheistic king.
It would seem illogical that if the first test is such a difficult trial, then the second one should be easier. One would think that Avraham being asked to move away is certainly significantly easier than putting his life in danger by defending Hashem. After all, people often pick up and move for economic reasons, and Avraham had already just moved from Ur Kasdim. Hashem had even assured him that he would have children, wealth and honor in his new home as 14:2 says ואעשך לגוי גדול ואברכך שמך.
Before we answer that question, let us discuss briefly what the purposes of tests are. After all, Hashem knows how people will respond. According to the Ramban the tests are for the benefit of the individual being tested. By passing these tests, one has translated his potential in action, and has elevated himself to a spiritual level. In addition, by passing the tests, the reward will be tremendous.
Now we will get back to the question: why was Avraham’s test of leaving his homeland more difficult than the earlier tests? Rabbi Moshe Feinstein says that the big difference between these tests is that one was an intellectual test, while the other was emotional. It was easy for Avraham to defend Hashem and monotheism in אור כסדים, because it made compete sense on an intellectual level. On the other hand at the beginning of our Parsha, Avraham is being asked to do something that intellectually and logically he cannot understand. He is being asked to leave his old father and his home. This is an emotional test, and clearly harder for Avraham than the previous ones.
In these difficult times, it is nearly impossible to emotionally comprehend why such terrible things are happening. But like Avraham, we must have faith in Hashem that there is a reason for the madness that we cannot logically understand.