The sooner you can allow your children to experience adversity, the better off they will be. Ideally, they should face small problems/hurdles to overcome, with the hurdles gradually increasing as they are able to mentally and physically overcome them.
If you shield them from every pain, if you protect them from ever receiving negative feedback, they won’t be able to withstand even the slightest pain when they grow up. Imagine how embarrassing it will be when they are eight years old and still don’t know how to share toys/games. Or when they cry for not getting their way when they are nine. Imagine them being a poor sport when they lose a game because you always let them win.
They need to understand rejection, defeat, and not always getting their way. If you always cave in to every request (candy, buying them games, etc), they will expect life to do the same. But that’s not how life works and they will be in for a rude awakening when they finally figure that out. That’s why so many people who are entitled. They think they deserve something just because they are them. They weren’t taught proper manners and expectations at a younger age and have brought a child’s mindset to adolescence (and beyond).