Paul says the thorn in the flesh was given to him - God does not give us sickness because God is all good. Paul says the thorn in the flesh is a messenger from Satan - obviously not from God and Paul recognized that it was not from God. Paul then goes on to testify that he prayed, asking God to take it away, but God said "no."
There is really no indication that this is a physical illness. More likely it was a person or persons who followed him around accusing him of apostasy to the Jewish faith and leading people astray. This is similar to what Paul was doing when he was called by God. God does not remove this person(s) who constantly reminds Paul of his former life. So it is another instance of Paul suffering on behalf of the Gospel - an irritating thorn in his side rather than the 40 lashes or stoning or shipwreck that he suffered at other times.
Let us pray. Jesus, you suffered much more than we will ever have to suffer. Give us discernment and the ability to hear your voice as Paul did. Help us to know how to pray for healing and deliverance from suffering.