They realize that the fate of all that is living is mortality, and that all shall die one way or another. They are forced to come to terms with the fact that in an infinitely large universe their joys, their plights, their very lives are inconsequential and nothing they do will make any sort of difference to how this universe is after its inevitable end; our little lives don't count at all. They find that not only will everything they love die, but they too shall pass. Everyone dies, everyone who knows them dies, everyone who was told of them dies, and the world turns still, unstoppable by any human force yet. We shall all die and even those who make history in incredible ways shall one day be forgotten and the universe shall go on and on as if they had no effect on anything of worth, which is true. And then they know. They know things of too great a magnitude for their human brain to handle, to accept. They know too much.
And please explain the 3rd joke