The main affliction of the human race. Suffering is caused by ignorance. If you don't know the processes that happen in your mind, then you can't control them. This is part of the Buddhist philosophy.
For example: attachment to objects and people causes suffering. By attachment, you depend on something to always be there, whereas the world is ever-changing. You are bound to suffer this way.
Another example would be the attachment of emotions to goals in life. If you are worried or anxious about something you loose your peace of mind, thus impairing your judgement and performance (ex: studying for a test, a job interview). How many times do you remember excelling when you didn't care?