SB 5.14.25 by Srila Swami Maharaja Prabhupada
Being unable to protect himself from the threefold miseries of material existence, the conditioned soul becomes very morose and lives a life of lamentation. These threefold miseries are miseries suffered by mental calamity at the hands of the demigods [such as freezing wind and scorching heat], miseries offered by other living entities, and miseries arising from the mind and body themselves.
The so-called happy materialistic person is constantly having to endure the threefold miseries of life, called adhidaivika, adhyātmika and adhibhautika. Actually no one can counteract these threefold miseries. All three may assail one at one time, or one misery may be absent and the other present. Thus the living entity is full of anxiety, fearing misery from one side or the other. The conditioned soul must be disturbed by at least one of these three miseries. There is no escape.
CC Madhya 20.102 by Srila Swami Maharaja Prabhupada
“Who am I? Why do the threefold miseries always give me trouble? If I do not know this, how can I be benefited?
The threefold material miseries are miseries arising from the body and the mind, miseries arising from dealings with other living entities, and miseries arising from natural disturbances. Sometimes we suffer bodily when we are attacked by a fever, and sometimes we suffer mentally when a close relative dies. Other living entities also cause us misery. There are living entities born of the human embryo, of eggs, perspiration and vegetation. Miserable conditions brought about by natural catastrophes are controlled by the higher demigods. There may be severe cold or thunderbolts, or a person may be haunted by ghosts. These threefold miseries are always before us, and they entrap us in a dangerous situation. Padaṁ padaṁ yad vipadām (SB 10.14.58). There is danger in every step of life.
SB 1.1.2 by Srila Swami Maharaja Prabhupada
This knowledge that the energy of the Lord is simultaneously one with and different from the Lord is an answer to the mental speculators' attempt to establish the energy as the Absolute. When this knowledge is factually understood, one sees the conceptions of monism and dualism to be imperfect. Development of this transcendental consciousness grounded in the conception of simultaneously-one-and-different leads one immediately to the stage of freedom from the threefold miseries.
The threefold miseries are (1) those miseries which arise from the mind and body, (2) those miseries inflicted by other living beings, and (3) those miseries arising from natural catastrophes over which one has no control. Śrīmad-Bhāgavatam begins with the surrender of the devotee unto the Absolute Person. The devotee is fully aware that he is one with the Absolute and at the same time in the eternal position of servant to the Absolute.
In the material conception, one falsely thinks himself the lord of all he surveys, and therefore he is always troubled by the threefold miseries of life. But as soon as one comes to know his real position as transcendental servant, he at once becomes free from all miseries. As long as the living entity is trying to master material nature, there is no possibility of his becoming servant of the Supreme. Service to the Lord is rendered in pure consciousness of one's spiritual identity; by service one is immediately freed from material encumbrances.