Sorrow is the temporary absence of joy; joy is the temporary disappearance of sorrow. Both are not everlasting, except when joy is won by spiritual means. (SSS Vol.5, p. 327)
Man is subject to sorrow from birth to death; joy, or what he calls happiness is an interval between two sorrows that is all. These sorrows arise as a result of three reasons: Adhyatma (spiritual), Adhi-daivika (deific) and Adhi-bhautika (material). The material objects that one craves for, endeavours to acquire and laments over when lost, are all defined as Adhi-bhautika.
These senses are the instruments of cognition; one sees an object through the eyes; yes, but not through the material eye, but with the eye operated by the deity that presides over it, namely the Sun. You do not see in the dark! The Sun helps you to see without Him, you are helpless! Each sense and limb, nerve and cell, joint and gland of the human body has a deity that activates it and is resident therein. If the deities are hostile or displeased, the body suffers and sorrow ensures. This is the second reason for misery, the Adhi-daivika. Then, we have the Self - the witness of inertia and activity, joy and sorrow, exultation and examination. When you ignore the existence of the Witness, when you divorce your daily life from the awareness of the seat of peace, you invite sorrow to torment you. That is the Adhi-atmic, or the spiritual colour, the cross that each man carries along the trail of life. (SSS Vol.7, p. 218)
For all your sorrows, it is your feelings and attitudes alone that are responsible. There will be no room for possessiveness once you recognize the defects in the objects. Try to understand the principle of detachment. You must reach a state in which you do not have any kind of attachment and bondage even during the dream and deep sleep states. If you encourage a sense of attachment during the waking state, it will also be there in a subtle form during the dream state and the deep - sleep state. (DBG, p. 76)
Man has to understand the reasons for sorrow. The three sources of sorrow in Vedantic parlance are (i) Prakriti (Nature), (ii) Jiva and (iii) Daiva. These are Adhi-bhautika, Adhyatmika, and Adhi-daivika. (SSS Vol.11, pp. 98-99)