All of life involves dukkha.
The other three Noble Truths explain the source of dukkha, the means of eliminating it, and the method of executing its cessation. This method is known as the Noble Eightfold Path. Siddartha Gautama, the Buddha repeatedly stated that the only purpose of Buddhism is to seek the cessation of dukkha, by understanding the Four Noble Truths and acting accordingly.
The Buddha discussed three kinds of dukkha.
Dukkha-dukkha (pain of pain) is the obvious sufferings of physical pain, illness, old age, death, the loss of a loved one.
Viparinama-dukkha (pain of alteration) is suffering caused by change: violated expectations, the failure of happy moments to last.
Sankhara-dukkha (pain of formation) is a subtle form of suffering inherent in the nature of conditioned things, including the skandhas, the factors constituting the human mind. It denotes the experience that all formations (sankhara) are impermanent — thus it explains the qualities which make the mind as fluctuating and impermanent entities. It is therefore also a gateway to anatta.
Dukkha is also listed among the three marks of existence.