The Buddha identified three types: dukkha-dukkha (obvious suffering like pain), viparinama-dukkha (suffering of change—pleasant things end), and sankhara-dukkha (suffering inherent in conditioned existence—even neutral states involve subtle stress).
This teaching isn't pessimistic but diagnostic. The Buddha compared himself to a physician: first truth diagnoses the disease (dukkha exists), second identifies its cause (craving and ignorance), third affirms cure is possible (cessation of dukkha), fourth prescribes treatment (the Eightfold Path).
Understanding dukkha requires recognizing impermanence (anicca). We suffer because we crave permanence in an impermanent world, seeking stable satisfaction in unstable conditions. This fundamental mismatch between desire and reality generates dukkha.
The teaching invites neither despair nor denial but clear-seeing. Acknowledging dukkha honestly motivates the path to liberation. The possibility of freedom from dukkha—nirvana—transforms the teaching from depressing to hopeful.
Source
Buddhist Teaching - Four Noble Truths