To one of discrimination, everything is painful indeed, due to its consequences: the anxiety and fear over losing what is gained; the resulting impressions left in the mind to create renewed cravings; and the constant conflict among the tree gunas, which control the mind. 

Here, Patanjali gives a very important sutra and a great truth in the spiritual field. If we could only contemplate this for at least a little while daily, our lives would be completely transformed. All experiences are painful for the person of spiritual discrimination. In this world, all experiences that come from outside through the world, through nature or material things, are ultimately painful. None can give everlasting happiness. They may give temporary pleasure, but they always end in pain. Even the enjoyment of our present pleasures is usually painful because we fear its loss. 
Imagine you have a high position, appreciated by hundreds of people. Everybody says you’re a great person. Gradually you learn to love that position. “Isn’t it nice to be admired by everybody, to have hundreds of devotees around, thousands of disciples across the country? This is really fine.” But a fear might simultaneously come in. “Suppose I lose this position? If my disciples leave me one after another, what will happen to me?” Where is the pleasure in the position then?

All our so-called pleasures bring in the fear of losing them. We might lose our position, our money or our beauty.

It’s all right to have anything, as long as you don’t let these things bring you anxiety and fear. If they come to you, let them come; enjoy their presence. But when they go, enjoy their departure too. When they come, they come alone, so allow them to go alone without losing your mind along with the external object. Past pleasures are painful because renewed cravings arise from the impressions they leave in the mind. “Once I had a beautiful car; I don’t know when I’m going to get another one like it.” Whenever you see someone with such a car, it will make you unhappy. you’ll be reminded of all your old high times.

Real pleasure comes from detaching ourselves completely from the entire world, in standing aloof—making use of the world as a master of it. Only in that can we have pride. 
I am not saying that because everything is painful, we should run from it. That doesn’t work. Wherever we go, the world follows. If you don’t understand the world and attempt to run away, you can never succeed. I have seen people who cannot run their own home or cooperate with their families say, “I’m disgusted. I renounce. I don’t want anything. I am going into the spiritual field to meditate and practice Yoga.” You try to run away from family life, but once you come to an asram, you face a whole new home and family. At least in the original family you knew the people, and those people probably had a little consideration for you. In an asram all the faces are new. In the beginning there isn’t much affection. Each person may have his or her own problems. So when you can’t adapt yourself to your know family, how can you expect to adapt to an unknown group? A known devil is much better than an unknown one.
Pleasure and pain are but the outcome of your approach. The same world can be a heaven or a hell.

First, Patanjali tells us the reason for this pain. Its cause is the union of the Seer and the seen. Yoga philosophy speaks of two important things: one is the Purusa, the other is the Prakrti is everything else. All other things besides you are the seen. But it seems we always identify ourselves with what is seen, with what we possess. As the Self, all things are possessed by us. That’s why we say, “my body, my mind, my language, my knowledge.” Everything we call ours cannot be us. We speak of ourselves in two ways. One is, “Look at my body, Isn’t is slim?” The other is, “Look at how slim I am.” Who is slim? Is it you or the body? This identification with other things is the cause of all our pain. Instead, if we are just ourselves always, things may change or stay as they are, but they will never cause us pain because the changes will be in the things we possess and not in us. 
Stay in your true Self. You are the knower. You know everything. When you are happy, you know you are happy. When you suffer, you know you suffer. That knowing is permanent. You know you have a headache, but at the same time you say, “I am aching.” This identification should be avoided. If you feel you have suffered a loss, ask, “Who is the loser?” You’ll find that you are still here, that you didn’t lose yourself, but just something you had. That will greatly reduce your sorrow. When you mix yourself up with your possessions, pull yourself out of the mire, and your feelings will change greatly. You’ll be a different person.

Nothing in nature can bring the mind continuous, unchanging happiness, because the mind itself changes constantly. Although we have the same stomach, we don’t want to eat the same food every day. Although we wear the same shape, we don’t wear the same outfit every day.
The secret of our wanting changes is that the mind changes. If it were always the same, why would it look for change? If we know that, we can just allow things to change without clinging to them. If something changes, we should let it go—something else will come. We should watch the changes like passing clouds. But, normally, we don’t want to merely watch them. We want to hold onto a section without letting go. Then the tension comes in. Changes are like flowing water. If you just allow water to flow, it is very pleasant to sit and watch. But if you want to arrest the flow and keep the water for yourself, you will have to construct a dam. Then the water will resist the dam and try to escape. There will be a terrible struggle. Although you may stop some of the water, another portion will overflow. So you must allow for spill-out or the dam will certainly break. 
All life is a passing show. if we want to hold it, even for a minute, we feel tension. Nature will try to run away; we will try to pull it back and keep it. When we want to keep it, we put up barriers which ultimately cause us pain.
Even with our own bodies, if we don’t want them to change, trouble will come. We will buy all kinds of make-up, creams and wigs to retain our “youth.” If only we learn to enjoy change, we can recognize the beauty even in aging. A ripe fruit has its own beautiful taste. When we just allow things to pass, we are free. Things will just come and go while we retain our peace.
Swami Vivekananda tells a story from Hindu mythology. At one time India, the king of the gods, was forced to descend from his high position and take the body of a pig. Pigs, as you know, live in mud. So Indra got into the mire, rolled around and eventually found a female pig with whom he mated. The outcome of their love was a number of young piglets. They were all very happy. But the gods in heaven, seeing the plight of their king, were horrified. When the gods could no longer tolerate it, they came down and said, “You are Indra, our king. What are you doing here? We are ashamed of your present habits.”
Indra replied, “Who says I am unhappy like this? You live up there and say I don’t have a happy life here. What fools you are. You should become pigs. Then you’d really appreciate the joy of it. Come on. Don’t waste another minute. Get into pigs’ bodies. Then you’ll see how wonderful it is.”
“Sir,” the devas (gods) said, “we can’t let you go on like this. you must come out.”
“Don’t disturb me,” Indra replied. “I have to take care of my young ones. They are waiting for me to play with them.”
The devas when wild. “All right,” they decided. “Since he’s so attached to his children, we’ll have to take them all away.” One after another they killed the piglets. Indra began crying and wailing.
“What are you doing?” When he calmed down, he went to the shepig and clung to her, saying, “All right. I’ll just have more babies.” But the devas were adamant. They pulled the she-pig from Indra and killed her. When Indra continued to moan and cry, they decided to get rid of his body as well. As soon as they pierced open his pig body, Indra’s soul came out and looked in amazement at the dead body on the ground.
“Not only were you in that body, sir, but you wanted to stay there.”
“I don’t want any more of this,” Indra said. “Come. Let’s go back.”

The Yoga Sutras of Patanjali by Sri Swami Satchidananda