Life's ultimate disappointments:
Buying booze and coffee. Then realizing you only rented it as your passing it down the drain.
Earning that managerial position. Then realizing you are a slave to your pet and the government.
Buying a house. Then realizing you don't own it. The government is letting you claim its yours, while you continue to pay taxes to live in it.
Marriage. Then finding out at a family reunion after 20 years and 3 kids later, your wife whom you first met in college for the first time, is your greataunt's nephew's third cousin. (I'll wait for it to sink in)