There is an objective reality and a subjective reality. The objective reality is what is actually happening in our lives, the subjective reality is the way we perceive that reality. In other words, the way we perceptually and emotionally respond to the circumstances of our lives.
Pain is inevitable, suffering is optional. Painful events are likely to happen in life, our subjective response to the pain that causes suffering.
When we don't accept the pain, when we become argry, resentful and respond with similar emotions, we don't allow the pain to run its course and we can get caught up in ongoing trauma. We can feel powerless to come to terms with setbacks and just throw in the towel, become hopeless and plunge into despair.
People can have a meaningful, happy and fulfilled life no matter what pain they suffer. Some of the happiest people you can meet have suffered dreadful events in life, and some of the most depressed are people who suffered very little pain in comparison but their response to the pain is different.
If there is a problem in the objective reality, we have one problem. If we create a negative response to it, we now have two problems. We have one on the outside and another on the inside, isn't one enough?
No matter what is the problem in the objective reality you can be angry, anxious, sad or simply laugh about it. No matter what is your emotional response the problem is still the same. It is much better to laugh about it and use your time and energy to creatively deal with the problem and accept the things that can't be changed.
Why do different people respond to pain in different ways? The way we respond to the events in life is determined by the way we have learned to respond to events since we started out in life. Most of our responses are the result of modelling the responses of significant others in our lives.
The responses we picked up in family life are major contributors to the way we respond. If significant others became stressed, anxious, etc. we have a tendency to respond to events in a similar fashion. For instance, the children of depressed parents are six times more likely to become depressed than the kids of parents who don't suffer from depression. It hasn't to do with a gene, they simply have picked up particular patterns of responding to events.