Atishaya Bazaar
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Out of so many human beings who are suffering, there are a few who are actually inquiring about their position, as to what they are, why they are put into this awkward position and so on. Unless one is awakened to this position of questioning his suffering, unless he realizes that he doesn't want suffering but rather wants to make a solution to all suffering, then one is not to be considered a perfect human being. Humanity begins when this sort of inquiry is awakened in one's mind.

Bhagavad-gita As It Is, Introduction

There is no end to our suffering in the material world as long as we remain trapped by our desires and conditioning in the bodily conception. While the conditioned living entity likes to pretend that he is actually enjoying here in the material world, he is always suffering. He may attain wealth, beauty, power or other material opulences, yet he cannot escape the suffering caused by birth, old age, disease and death. Even if his material conditions appear to improve as he moves from body to body through various lifetimes, it is certain that he will always suffer the miseries of birth and death. As long as the living entity is subject to such suffering there is no question of being an enjoyer.

The Lord wants all living entities, who are His parts and parcels, to live with Him in the transcendental world where there is no suffering. Unfortunately, the conditioned living entities, although suffering continually, are not very serious about going back to Godhead. Entangled by their sins and virtues, they are intent on enjoying through the senses. The Lord is not sentimental, and he has designed this material world to be a place of suffering. While the soul is eternal and unchangeable, never suffering pain or destruction, the living entity has the freedom to continue to suffer in the bodily conception, life after life. Bound by ignorance and fruitive activities, he continues to act in ways that cause him to be subjected to repeated birth and death.

Hayagriva: "He sees two basic types of religions. One he calls sort of a naive optimism that says "Hurrah for the universe. God's in His heaven, all is right with the world." He calls this "the sky-blue optimistic gospel." And another type of religion, which he calls pessimistic in the sense that these religions recognize the inevitable futility of materialistic life, and they offer deliverance, or mukti, from the fourfold miseries of material existence. He says, "Man must die to an unreal life before he can be born into the real life." So he felt that the completest religions take a pessimistic view of life on this..., life in this world, materialistic life.

Prabhupada: Yes, unless one is pessimistic of this material world, he is animal. A man knows what are the sufferings of this material world: adhyatmic, adhibautic, adhidaivic. There are so many suffering pertaining to the mind, to the mind, sufferings offered by other living beings, and sufferings imposed forcibly by the laws of nature. So the world is full of suffering, but under the spell of maya, illusion, we accept this suffering condition as progress. But ultimately whatever we do, the death is there. All the resultant action of our activities, they are taken away and we are put to death. So under these circumstances there is no happiness within this material world. I have fully arranged for my happiness, and any moment, just after arrangement, we are kicked out; we have to accept death. So where is happiness here? The intelligent man is always pessimistic, that "First of all let us become secure," that we are trying to adjust this material position to become happy. But who is going to allow us to become happy here? This is pessimistic view. And then further advancement of knowledge is there, and when he understands the orders the orders of Krsna, sarva-dharman parityajya mam ekam saranam vraja, to surrender to the Supreme Personality of Godhead, and after surrendering and understanding Him fully, then we go to the world which is full of bliss, knowledge and eternal life, tyaktva deham punar janma naiti mam eti kaunteya. That is perfection of life. So unless we take a pessimistic view of this material world, we shall remain attached to it, and there will be repetition of birth and death--sometimes high-grade life, sometimes low-grade life, but this business is very, very disturbing. We make some arrangement to live here permanently, but nature will not allow us. Duhkhalayam asasvatam. We work very hard; there is unhappiness. And sometimes we may get good results, sometimes bad results, sometimes frustration, so where is happiness? Happiness is only to understand God and act according to His advice, and then go back to home, back to Godhead. That is happiness."

Srila Prabhupada Discussion on the Writings of Philosopher, William James

"According to the materialistic way of life, if a poor man, after laboring very, very hard, gets some material profit at the end of his life, he is considered a success, even though he again dies while suffering the threefold miseries--adhyatmika, adhidaivika and adhibhautika. No one can escape the threefold miseries of materialistic life, namely miseries pertaining to the body and mind, miseries pertaining to the difficulties imposed by society, community, nation and other living entities, and miseries inflicted upon us by natural disturbances from earthquakes, famines, droughts, floods, epidemics, and so on. If one works very hard, suffering the threefold miseries, and then is successful in getting some small benefit, what is the value of this benefit? Besides that, even if a karmi is successful in accumulating some material wealth, he still cannot enjoy it, for he must die in bereavement. I have even seen a dying man begging a medical attendant to increase his life by four years so that he could complete his material plans. Of course, the medical man was unsuccessful in expanding the life of the man, who therefore died in great bereavement. Everyone must die in this way, and after one's mental condition is taken into account by the laws of material nature, he is given another chance to fulfill his desires in a different body. Material plans for material happiness have no value, but under the spell of the illusory energy we consider them extremely valuable. There were many politicians, social reformers and philosophers who died very miserably, without deriving any practical value from their material plans. Therefore, a sane and sensible man never desires to work hard under the conditions of threefold miseries, only to die in disappointment.

Srimad-Bhagavatam 7:13:31 Purport

A sane human being must consider whether he will prepare to free himself from the evolutionary process by gaining knowledge of God, or whether he will travel again and again through the evolutionary process in higher and lower grades of life. The living entities have free will, and they are able to choose to either surrender to the Lord or to surrender to material nature. By surrendering to the Lord, one is happy and liberated, but by surrendering to material nature they continue to suffer.

Bhaktivedanta Book Trust. Excerpted from text and purport of HDG A.C. Bhaktivedanta Swami Srila Prabhupada.