1. It’s not just one emotion. When you’re grieving, you miss the person/animal/thing; you feel lonely without that connection, untethered; you miss who you were in relation to them (who are you if you’re not ______’s sister?); you may feel regret for what you did or didn’t do, blaming yourself for things almost always outside your control; you may feel “survivor’s guilt,” wondering why you’re still around and they aren’t; you may feel anger about the loss, whether it’s anger about circumstances (like a negligent doctor) or anger at the person for leaving you or anger at God or the universe for causing you this pain; you may feel shame, believing your grief reaction is “outsized,” whether that critical voice comes from someone in particular or just society in general; you may feel fear that you’ll never be happy again. And the list goes on. Grief is complicated and ever-changing and a normal part of the human experience.
2. Cultural lack of support. We live in a society run by capitalism and influenced by Puritanism, and neither of those systems has space for rest, down time, or feeling and processing your feelings. Capitalism wants us constantly unsatisfied andbelieving that spending money will make us happy. The U.S. brand of capitalism practically worships work, to the point where even hobbies have become “side hustles,” another type of work. Grief reminds us that there are things more important than work, money, or material objects, and that the “happiness” the system tries to sell us is too often shallow and unsatisfying. 
3. We grieve things other than the death of a loved one. Two of the biggest personal griefs of my life haven’t been about the death of a person or pet. I still grieve the little farm in central Illinois where I grew up, from my first awareness to the age of 11, when my family moved into town and I lost the horses, my friends, the freedom of a rural area where I could walk or ride my bike anywhere my body was strong enough to go, and the landscape I loved. And I still grieve the ideal I had of teaching at a small liberal arts college, getting tenure and staying in academia for my entire working life, surrounded by people who believed in learning, contributing to students’ lives by helping them see that their words matter. The reasons I can never have these things are complicated both logistically and emotionally. Other people find it easier to understand the loss that comes from death; they don’t try to problem-solve or persuade you that what you lost wasn’t really that great in the first place and is worse now. 
4. Grief makes other people uncomfortable. Grief can’t be solved, like getting a second ice cream for a child who has dropped their first one. The loss is almost always permanent (I say “almost” because sometimes people recover from chronic illness or injury). We all grieve differently and show it differently, and we’re a social species, so other people might look at you and wonder whether either you or they are “doing it wrong.” Grief reminds us of death, and many people are very much afraid of dying. Sometimes this discomfort leads others to say or do something that makes you feel even more lonely, even less connected to others.
5. Grief doesn’t go away. If you screw up at work and get corrected and feel stupid, it sucks but you’re not going to keep feeling that pain for the rest of your life. You may remember the experience, but the feelings fade. The feelings associated with grief may remain sharp and painful, and all the more so as they become less frequent. There are other metaphors for this phenomenon, but I like this one: every year we live, our inner landscape expands—with experiences, connections, learning, creating, thinking. So a loss that happens when you’re 11 is like a big house on a tiny lot; there’s very little space not taken up by the house. But by 18, the lot has expanded, and by 25, it’s expanded even more, and by 50, your inner landscape is dozens of acres. You can’t even see the house unless you happen to go that way—but when you do, it’s still big and solid and all too real. 

p.s. If you’re struggling with grief, consider working with a grief support practitioner. I didn’t even know such a designation existed—I assumed you had to see a therapist, and I haven’t ever gotten a lot from therapists. Yes, I offer creative writing workshops and mentoring for grief support, but there are many others out there who offer different kinds of support. Most of all, be gentle and nonjudgmental with yourself.