There is a Buddhist proverb that encapsulates the two stages of suffering. It is called 'The Arrow". Thich Nhat Hanh puts it well:

 "If an arrow hits you, you will feel pain in that part of your body where the arrow hit; and then if a second arrow comes and strikes exactly at the same spot, the pain will not be only double, it will become at least ten times more intense.

The unwelcome things that sometimes happen in life—being rejected, losing a valuable object, failing a test, getting injured in an accident—are analogous to the first arrow. They cause some pain. The second arrow, fired by our own selves, is our reaction, our storyline, and our anxiety. All these things magnify the suffering. Many times, the ultimate disaster we’re ruminating upon hasn’t even happened."

Source

The Art Of Suffering Well

In life, being struck by the first arrow is unavoidable. You might become ill, lose a job, fail an exam, or experience any number of other painful life experiences. It is normal to experience an array of aversive emotions in the wake of an event like this. Feeling an initial wave of anxiety and frustration after failing an exam or losing your job is unavoidable. What is avoidable though, is ruminating on the first arrow and becoming lost in our stories of despair. 

Thich Nhat Hanh advises letting go of the additional suffering, and "simply be(ing) present with the real suffering that is right in front of you, with what is happening now". The second arrow can be avoided by leaning into the discomfort. Making space for it. Accepting it. Attempts to escape reality and run from uncomfortable emotions may provide short term relief, but in the long term, they only serve to magnify one's suffering.

It's an easy thing to say "be mindful" and "lean into suffering", but another thing entirely to actually do it. I still struggle with this. The times when I simply accept my suffering and stay in the present, it passes more quickly and painlessly. Yet, most of the time, I still get struck by that second arrow. And that's okay. Cultivating mindfulness is a practice that i'm going to suck at for a long time. I know that the more I practice it, the better I'll be, and the less I'll suffer.

References

'No mud, no lotus', Thich Nhat Hanh. http://www.parallax.org/releasing-arrow-excerpt-no-mud-no-lotus/