Part I here.
The unconscious mind is not fully ours; it is part animal, part heritage.
The conscious mind is not fully ours as well; it is part society, part reasoning.
As Freud pointed out a century ago, civilization is a yoke on our instincts. That is what makes us human.
Similarly, reasoning (which is individual) is in constant friction with conditioning (which acts at the level of the collective).
"Will" is something marvelously human. It is to act under the guidance of the neo-cortex, with the drive (say, lust, or to seek approval) very likely being beneath the surface.
Suffering is the inability of our drives to find fulfillment and flourishing, either due to internal conflicts, or because of opposition from outside. An example of the former is lust versus shyness. An example of the latter is the desire for financial security versus currency inflation.
The conscious brain's primary purpose is to mediate between the various conflicting inner drives ("have better self-esteem"), and to seek a workaround/path through outer obstacles ("try to have a nest-egg in the bank").
Suffering has grades, obviously. Something might just lightly impinge on our moral senses (a news item about corruption in a far-off country), or something might lead of a paroxysm of pain (the death of one's child).
As long as one wants a certain state of affairs, the distancing from that state of affairs is tautologically painful.
Ved Vyas (in Bhagwad Gita) was naive is exhorting people to pursue a goal without desire. Why will they pursue at all? Why will someone go through intense pain and obstacles if there is no desire for the result? The most probable reason for this kind of exhortation is to have people follow the desires of others (kings and brahmins), which is an interesting kind of peaceful co-existence.
One's dharma is, in quite a few cases, others' desires.
Desire follows from attachment to certain states and values. If you say you do not desire anything, but still engage in willful acts, then you don't know yourself, yet. (it is at least highly probable that you are attached to a certain philosophy of seeming detachment, with spiritual undertones)
What is perhaps more useful is to say: Don't be needlessly attached. (someone criticizes Bon Jovi, and a fan commits suicide)
As long as there are inner drives, it is inevitable that they will conflict with each other at times. Inevitably, they will require prioritization and lead to suffering (the lower priority drive will feel thwarted). "What do you want more?" is an interesting question of the psyche, and one which has not received the kind of attention in spiritual literature that it deserves.
Similarly, as long as we exist in a physical world with limited resources and competition, it is inevitable that our desires for objects will meet with resistance.
To live is to live with this complexity.
The more developed someone's neo-cortex is, the more is the possibility of his conflict with his inner drives and with the external world. In that sense, though an infant cries, it is more in bliss than an adult who cries (because an infant's conscious brain does not intrude and say: do not cry).
Perhaps "ignorance is bliss" is better phrased as: "unconsciousness is bliss".
As an adult gains in consciousness, he gains also the consciousness of the various conflicts inside and outside. A child is blissfully aware that the world is an arena of conflict. An adult has to live with this knowledge. An adult wishes for infancy at times, but forgets that as an infant he was taken care of by other adults who had to live with what he wants to avoid.
If the inner conflicts are unbearable, psychological intervention is required. Similarly, if the outer conflicts turn violent (say, a war-torn zone), UN is supposed to step in.
On the other hand, there is a normal level of conflict (inner and outer), and hence of suffering, that is considered acceptable. A horny but shy adolescent is a normal human being. A poor man wanting a better life is considered to have normal desires.
Unfortunately, a high degree of suffering (due to circumstances, or due to sensitivity) can make one give up on life as it is, as being too stressful and not worth it. Depression, introversion, renunciation while in youth, celibacy, suicide, (unless whimsical) are results of severe maladjustment.
To know that suffering is inevitable, but to want to study it deeply and act so that its needless instances can be ameliorated (e.g. in cases where it is not a zero-sum situation), both for oneself and for others, is the hallmark of adulthood.
Seekers are infantile in their self-superiority.