“The day you conquer pleasure you conquer pain and sorrow”
- Seneca, On the Happy Life 4.4
What Seneca is saying here is not just that our quest for pleasure is one cause of pain of sorrow. He is saying that it is the cause of all pain and sorrow. He is claiming that every bit of pain and frustration we feel in life is due to a hope for pleasure.
The basis for this claim is the Stoic distinction between joy and pleasure. Joy is the result of the correct judgement that something truly good that belong to ourselves is present - that is: the experience of our own good activity as persons who does wise things. Pleasure (mental pleasure) is the result of the incorrect judgement that something truly good is present. An example: excitement over a goal scored by ones favorite team. The reason that thinking that it is a good thing that ones favorite team scored is an incorrect judgement about what is truly good is, of course, that is without any consequence whatsoever for our happiness whether our favorite team scores or not.
Since the only truly good thing in Stoicisim is our own wisdom, it follows that every judgement we make about something external to ourselves being truly good is an incorrect judgement - and as such it results in pleasure. Not joy.
So - to “conquer pleasure” consists in conquering the idea that anything external to ourselves can make us happy.
"Do you ask what is the foundation of a sound mind? It is, not to find joy in useless things. I said that it was the foundation; it is really the pinnacle. We have reached the heights if we know what it is that we find joy in and if we have not placed our happiness in the control of externals. The man who is goaded ahead by hope of anything, though it be within reach, though it be easy of access, and though his ambitions have never played him false, is troubled and unsure of himself. Above all, my dear Lucilius, make this your business: learn how to feel joy."
-Seneca, Letters 23.1-3

This is relevant here: https://janniklindquist.substack.com/p/pleasure-pursued-for-its-own-sake/