If God is in control of all things, why do bad things happen?
The short answer is sin. God’s perfect plan includes our freedom to choose to obey Him or rebel against Him. Without this freedom, we’d never really love God as we’d be more like automatons than humans. But the hope of the Christian faith is that at the cross of Jesus, Satan was given the blow of defeat. The end is secure and the victory has been won because God can use all things--even bad things--for His purposes.
One quick example of this is found in the life of Joseph. In the book of Genesis, Joseph’s brothers sell him into slavery and he experiences bad thing, after bad thing, after bad thing. Ultimately, though, God uses all of the bad things to elevate Joseph to second-in-command of Egypt. And in this position of power, Joseph saves the lives of hundreds of thousands of people during a great famine--including his brothers who sold him into slavery. Joseph’s assessment of all that happened to him was this: “As for you, you meant evil against me, but God meant it for good, to bring it about that many people should be kept alive, as they are today.” (Genesis 50:20 ESV)
All of the evil things in Joseph’s life happened so that he would be in the right place, at the right time, so that many people would be kept alive. And that was possible because God was working out His plan for Joseph perfectly.
God is in control of all things... then why does he have us all sin?
I wouldn’t say that “God has us sin.” He doesn’t make us sin; sin is something that is both part of our nature (we’re sinners) and a choice we make (we sin). But God does allow us to sin. Why He allows us to sin is a bit of a mystery. We do know that because of our sin, Jesus came to live, die and defeat Satan, sin, death, and Hell on our behalf. Without sin, Jesus would never had to come. But even then, God didn’t make us sin.
Also, I would caution taking one characteristic of God (His sovereignty) and trying to “figure it out” without taking into consideration His other characteristics. Like we learned on Sunday, God is both holy and sovereign. So not only is He in control of all things, but He’s also completely free from evil (including sin) and perfectly good. So His holiness would also suggest that He doesn’t have us sin.