It may be asked: If the Supreme Lord has infinite mercy, then why does Hell exist?
The answer: The Supreme Lord offers every individual soul the right to love him, receive his love and serve him. It is upto the individual soul's free will to claim that right. Failing to do so, the soul goes through various reactions including passage through Hell and Heaven. These are governed by the immutable laws of Karma. God cannot interfere with that Law unless the soul seizes the opportunity to transcend the cycle of Karma by recognizing God's will and unconditionally surrendering to it.