Due to the living entity's ignorance of his eternal blissful life, he becomes attracted to material activities under the spell of maya. In this world, he can never experience happiness, yet he works very hard to do so. This is called maya
SB Canto 5
Jaḍa Bharata, who had fully realized Brahman, continued: My dear King Rahūgaṇa, the living entity wanders on the path of the material world, which is very difficult for him to traverse, and he accepts repeated birth and death. Being captivated by the material world under the influence of the three modes of material nature (sattva-guṇa, rajo-guṇa and tamo-guṇa), the living entity can see only the three fruits of activities under the spell of material nature. These fruits are auspicious, inauspicious and mixed. He thus becomes attached to religion, economic development, sense gratification and the monistic theory of liberation (merging with the Supreme). He works very hard day and night exactly like a merchant who enters a forest to acquire some articles to sell later for profit. However, he cannot really achieve happiness within this material world.
One can very easily understand how difficult and insurmountable the path of sense gratification is. Not knowing what the path of sense gratification is, one becomes implicated in the repetition of birth and accepts different types of bodies again and again. Thus one suffers in material existence. In this life one may think that he is very happy being an American, Indian, Englishman or German, but in the next life one has to accept another body among 8,400,000 species. The next body has to be immediately accepted according to karma. One will be forced to accept a certain type of body, and protesting will not help. That is the stringent law of nature. Due to the living entity's ignorance of his eternal blissful life, he becomes attracted to material activities under the spell of māyā. In this world, he can never experience happiness, yet he works very hard to do so. This is called māyā.