In buddhism, the second “noble truth” says that suffering is caused by attachment. Taken on its own, it’s about recognising the truth of this statement, whether or not there’s anything we can do about it (there is, but that’s what the third and fourth noble truths are for).
The idea is that simple: all suffering in life is due to attaching or clinging to things. To our self, and notions of ourself, to other people, to physical possessions, to ideas. Whatever. According to the second noble truth, it always causes suffering. Like a law of the universe for living things.
All “worldy things” are transient, so it goes… so when we attach to them we’re in for a world of hurt. Just like we wouldn’t want to form attachments to things in a dream, the same thing applies when we're awake. We think we can “have” things in life, whether in the sense of physical objects, or something more emotional, and that we can safely attach to them, but the second noble truth says otherwise. All we can have is delusions, and all attaching will do is cause suffering.
To get Lynchian: we live inside a dream. At times, a nightmare.