The government - not your party - has the machine, the power, to set the agenda. Resources are scarce, expertise often dependent on goodwill.
Even if, like Jeremy Corbyn you have just achieved a thumping victory, controlling events is impossible and pulling together a party where hardly any of your colleagues agree with you makes that job harder still.
Yes, the scale of his success means he is safe from challengers for now. But having turned down any major public appearances or chances to tell the public more of his plans today, he has spent the afternoon holed up in the Palace of Westminster.
His ambition to unite the party is characterised by his first objective, putting together a shadow cabinet that is not just packed with left wingers.
But although Corbyn has been discussing the team with one of his disappointed rivals, Andy Burnham, and other senior figures like former cabinet minister Lord Falconer, there are already signs of trouble.
There is anxiety over his potential appointment of his close friend and campaign manager, John McDonnell. One senior MP told me that would be a "declaration of war".
Others are pressing for the job to go to a woman, most likely Angela Eagle.
Although many former shadow ministers have already walked away, standby for the emergence of the Make it Work Brigade - those in the middle of the party who will take a job in Corbyn's team to stand their ground.
For Labour MPs this has been a mind-bending 24 hours - it will take a long time to acclimatise to having someone they consider to be on the fringes, in charge.
But after yesterday, together with his massed ranks of supporters, in charge he most certainly is.
There is a long list of very good reasons why being leader of the opposition is known as the hardest job in British politics.