Bestbeforeyesterday that's a big question too! There were many things I struggled with as an atheist, so the following is not a comprehensive list, just the things that immediately occurred to me. Also, I was a teenager at the time so some of these problems may be more or less important to me now as a middle aged woman!
I struggled with the idea of life being uncreated. There seem to be altogether too many billions-to-one chances involved in the idea of life arising spontaneously.
When you look at a baby girl, you realise the potential for her children, grandchildren and all following generations are there in her store of eggs. I find that amazing, and struggle to see it as just chance.
No one could explain to me what caused the Big Bang. Scientists seemed sure it happened, but couldn't explain why, or what there was beforehand that would make it happen.
What's the point of existing, if it's all just chance? Why would I want to exist for 70 years, eating to stay alive, working to earn the money to buy food and a roof over my head? And then to die and be forgotten. I felt there had to be more purpose to life than that.
What's love about if it's all just chance? Is it really just a chemical reaction, a primal urge to reproduce before we die?
I have a conscience that tells me hurting people is wrong, stealing is wrong, lying is wrong. But why should it be, if life is ultimately pointless? Why shouldn't I just be selfish and take what I want? Where does that conscience come from if I'm just a bag of chemicals trying to stay alive?
Many people have no problems with all this. That's the way they are, I guess. I have a 'God-shaped hole' in my life, and to me it seems more logical that there there is a driving force behind the universe.