From the USA Today
Instead, people who are lactose intolerant can't digest the main sugar —lactose— found in milk. In normal humans, the enzyme that does so —lactase— stops being produced when the person is between two and five years old. The undigested sugars end up in the colon, where they begin to ferment, producing gas that can cause cramping, bloating, nausea, flatulence and diarrhea.
If you're American or European it's hard to realize this, but being able to digest milk as an adult is one weird genetic adaptation.
It's not normal. Somewhat less than 40% of people in the world retain the ability to digest lactose after childhood. The numbers are often given as close to 0% of Native Americans, 5% of Asians, 25% of African and Caribbean peoples, 50% of Mediterranean peoples and 90% of northern Europeans. Sweden has one of the world's highest percentages of lactase tolerant people.
Being able to digest milk is so strange that scientists say we shouldn't really call lactose intolerance a disease, because that presumes it's abnormal. Instead, they call it lactase persistence, indicating what's really weird is the ability to continue to drink milk.