What does Seneca mean when he says we suffer more in imagination than in reality?

The line comes from Seneca's Letters to Lucilius, the Epistulae Morales ad Lucilium, Letter 13, written late in Seneca's life to his younger friend Lucilius: “there are more things, Lucilius, that are wont to torment us than there are things that harm us, and we suffer more often in opinion than in reality.” The letter, sometimes titled “On Groundless Fears,” addresses a specific pattern Seneca had noticed in Lucilius's correspondence, dread about dangers that hadn't happened yet and might never happen at all. Seneca doesn't argue that real dangers don't exist; his point is narrower and more practical. Most of what disturbs a person at any given moment isn't the danger itself but the anticipation of it, a mental rehearsal that inflicts suffering in advance of, and often instead of, any actual event. His advice follows directly: “What I advise you to do is, not to be unhappy before the crisis comes, since it may be that the dangers before which you paled as if they were threatening you will never come upon you”, and even where some suffering is inevitable, he argues, there's no reason to add anticipatory suffering on top of it. This is a direct application of the Stoic distinction between events and judgments about events, the same territory Epictetus covers in the opening lines of the Enchiridion. Seneca's contribution here is less abstract: he's diagnosing a specific, recognizable habit of mind, worrying about a future that hasn't arrived, and treating it as a solvable problem rather than an unavoidable feature of being an anxious person.