From The Dhamma Encyclopedia
The Pali word dukkha is usually translated as ‘suffering’ and is the first of The Four Noble Truths.
The Buddha defined it like this, "Birth, old age, sickness and dying are all dukkha, separation from the liked is dukkha, being with the disliked is dukkha" (Vin.I,9). Dukkha is more than just physical suffering, it is the general incompleteness, unsatisfactoriness, inadequacy and jarring nature of existence. To give but one example. In the past there was a high rate of infant mortality. This problem was solved by better nutrition and health care and now the wellbeing of humanity is threatened by a burgeoning population. This would be an example of what the Buddha called dukkha. Birth results in death, satisfaction leads to boredom, the solution to one problem contains within it the seeds of a new problem.
See also: The Four Noble Truths