To many people think that they are separate from the Universe. You might want to read, Gary Zukav's,"Seat of the Soul". He uses an analogy that I love. Imagine the ocean as being the vastness of the Universe, and then imagine someone dipping a cup into the ocean. The water in the cup comes from the ocean and contains all the properties of the ocean, yet in a smaller physical amount. We are the equivalent of the water in the cup, yet we contain all the properties within us of the ocean (the Universe) from which we come. Think of the Sufi saying, "As the drop from the ocean merges into the ocean so does the ocean merge into the drop".
This feeling of being separate is our ego telling us we are unique. And the longer we listen to the ego the more we suffer.