http://www.amaravati.org/abm/english/documents/4noble2/data/04first.html#mor
With this formula of the First Noble Truth, even if we have had a pretty miserable life, what we are looking at is not that suffering which comes from out there, but what we create in our own minds around it. This is an awakening in a person ? an awakening to the Truth of suffering. And it is a Noble Truth because it is no longer blaming the suffering that we are experiencing on others. Thus, the Buddhist approach is quite unique with respect to other religions because the emphasis is on the way out of suffering through wisdom, freedom from all delusion, rather than the attainment of some blissful state of union with the Ultimate.
When the sense of ‘what I want’ and ‘what I think should and should not be’ arises, and we wish to delight in all the pleasures of life, we inevitably get upset because life seems so hopeless and everything seems to go wrong. We just get whirled about by life ? just running around in states of fear and desire.
That’s dukkha; if you want to hold on to something which is beautiful because you don’t want to be separated from it ? that is suffering.