from a Buddhist site
No single English word adequately captures the full depth, range, and subtlety of the crucial Pali term dukkha. Over the years, many translations of the word have been used ("stress," "unsatisfactoriness," "suffering," etc.). Each has its own merits in a given context. There is value in not letting oneself get too comfortable with any one particular translation of the word, since the entire thrust of Buddhist practice is the broadening and deepening of one's understanding of dukkha until its roots are finally exposed and eradicated once and for all. One helpful rule of thumb: as soon as you think you've found the single best translation for the word, think again: for no matter how you describe dukkha, it's always deeper, subtler, and more unsatisfactory than that.
The definition from Dhammacakkappavattana Sutta: Setting the Wheel of Dhamma in Motion translated from the Pali by Thanissaro Bhikkhu
"Birth is dukkha, aging is dukkha, death is dukkha; sorrow, lamentation, pain, grief, & despair are dukkha; association with the unbeloved is dukkha; separation from the loved is dukkha; not getting what is wanted is dukkha. In short, the five clinging-aggregates are dukkha."
"And this, monks, is the noble truth of the origination of stress: the craving that makes for further becoming — accompanied by passion & delight, relishing now here & now there — i.e., craving for sensual pleasure, craving for becoming, craving for non-becoming.
"And this, monks, is the noble truth of the cessation of stress: the remainderless fading & cessation, renunciation, relinquishment, release, & letting go of that very craving.
"And this, monks, is the noble truth of the way of practice leading to the cessation of stress: precisely this Noble Eightfold Path — right view, right resolve, right speech, right action, right livelihood, right effort, right mindfulness, right concentration.
— SN 56.11