No single English word adequately captures the full depth, range, and subtlety of the crucial Pali term dukkha. Over the years, many translations of the word have been used ("stress," "unsatisfactoriness," "suffering," etc.). Each has its own merits in a given context. There is value in not letting oneself get too comfortable with any one particular translation of the word, since the entire thrust of Buddhist practice is the broadening and deepening of one's understanding of dukkha until dukkha's roots are finally exposed and eradicated once and for all. One helpful rule of thumb: as soon as you think you've found the single best translation for the word, think again: for no matter how you describe dukkha, it's always deeper, subtler, and more unsatisfactory than that.
Dukkha is:
Disturbance, irritation, dejection, worry, despair, fear, dread, anguish, anxiety; vulnerability, injury, inability, inferiority; sickness, aging, decay of body and faculties, senility; pain/pleasure; excitement/boredom; deprivation/excess; desire/frustration, suppression; longing/aimlessness; hope/hopelessness; effort, activity, striving/repression; loss, want, insufficiency/satiety; love/lovelessness, friendlessness; dislike, aversion/attraction; parenthood/childlessness; submission/rebellion; decision/indecisiveness, vacillation, uncertainty.
"Both formerly & now, it is only dukkha that I describe, and the cessation of dukkha."
"There are these three forms of stressfulness, my friend: the stressfulness of pain, the stressfulness of fabrication, the stressfulness of change. These are the three forms of stressfulness."
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[Jambukhadika the wanderer:] "What is the path, what is the practice for the full comprehension of these forms of stressfulness?"
"Precisely this Noble Eightfold Path, my friend — right view, right resolve, right speech, right action, right livelihood, right effort, right mindfulness, right concentration. This is the path, this is the practice for the full comprehension of these forms of stressfulness."