Without grief there is no relish in joy! The orange has a bitter rind, the bitterness guards the sweet juice from marauders; you cannot have a sweet sugary rind, for the sweet fruit, for then, it will be consumed entire by all and sundry, then and there. The urge of the fruit is to travel far, so that the seeds may grow into trees in open spaces in the distance and not under the shade of the parent tree. (SSS Vol.7, p. 455)

All the worldly joys which you think to be so permanent will give you a great deal of trouble in the end and lead you to grief. Therefore, Krishna told Arjuna, pay attention only to the basic truth; then the manifestation will not bother you. The basis does not change, whereas the manifestations which depend on the basis will continuously change. If the basis were changing along with the manifestations it would be impossible for you to even live. (DBG, p. 132)

What exactly is the cause of all grief? It is the attachment to the body that produces grief as well as to immediate precursors, affection and hate. These two are the results of the intellect considering some things and conditions as beneficial, and some other things and conditions as not. This is a delusion, this idea of beneficence and malevolence. Still you get attached to objects that are considered beneficial and you start hating the others. But from the highest point of view there is neither. The distinction is just meaningless. There is not two at all. How can there be good and bad, then? To see two where there is only one, that is delusion or ignorance. The ignorance that plunged Arjuna into grief was of this nature-seeing many, when there is only one. (LIC, p. 100)

Until one is aware of the Atma (divine soul), one is certain to be tossed from grief to grief, with intervals of joy. The grief has three sources and so, it has three characteristics: (1) grief caused by the unreality of the apparent, (2) grief caused by want of knowledge or wrong apprehension on account of the limitations of our instruments of perception and inference or on account of the mystery of the Divine phenomenon that subsists in everything, and (3) the grief caused by the death, disintegration or dissolution of things which we held to be real! When one is established in the awareness of the truth of the Jiva (the individual being), the Jagat (Cosmos) and God, the Creator, he need have no grief or fear any more. (SSS Vol.16, pp. 11-12)

Look upon joy and grief as teachers of hardihood and balance.

Grief is a friendly reminder, a good taskmaster; even a better teacher than joy.

God gives both protection and punishment; for how can He be the Lord, if he does not insist on strict accounting and strict obedience. (SSS Vol. 6, p. 11)

Do not grieve, nor be the cause of grief. The very embodiment of ananda (God) is in you, as in others, as in all else. In spite of a multiplicity of containers, the contained is the same. This is the principle of Sat-cit-ananda(Being-Awareness-Bliss). The minutest atom, the mightiest star, both are basically One. All are, in Truth, Brahman, Divine.. Seen as body, all are distinct; seen as the embodied, Brahman, all are One. (L&L, p. 169)