The first of the Four Noble Truths teaches that suffering in life (Pa. dukkha) is inescapable. The Buddhist tradition distinguishes between three kinds of suffering: the first is biological (e.g. sickness, ageing, death), the second psychological (e.g. grief, misfortune), the third emotional (frustration, longing for someone).
Basically, all suffering is grounded in impermanence – of human existence as well as of all spiritual and physical pleasures. Everything changes; nothing remains the same. This is also why happiness is considered suffering, for happiness lasts but a moment in time, and will inevitably pass.