There are three things: the Self, the senses, and the object, or the world. And there are three words: sukha, pleasure; dukha, sorrow; and sakha, companion. These have one thing in common: "kha," which means "senses."
The Self through the senses experiences the world. When the senses are with the Self, that is pleasure (sukha), because the Self is the source of all joy or pleasure. When the senses are away from the Self (dukha) -- in the mud, lost in the object -- that is misery. Mud, misery, mind -- they are very close.
Self --- Senses ("Kha") --- World
--- Joy (Sukha) Sorrow (Dukha) ---
Self is the nature of joy. In any pleasant experience, you close your eyes; you smell a nice flower, or you taste or touch something. So sukha is that which takes you to the Self. Dukha is that which takes you away from the Self. Sorrow simply means that you are caught up in the object, which goes on changing, instead of focussing on the Self.
All the sense objects are just a diving board to take you back to the Self.
Sa-kha, companion, means: "He is the senses." Sakha is one who has become your senses, who is your senses. If you are my senses, it means I get Knowledge through you; you are my sixth sense. As I trust my mind, so I trust you. A friend could be just an object of the senses, but a sakha has become the very senses.
The sakha is the companion who is there in both the experiences of the dukha and of sukha. It means one who leads you back to the Self. If you are stuck in an object, that wisdom which pulls you back to the Self is sakha.
Knowledge is your companion and your companion is Knowledge. And the Master is nothing but the embodiment of Knowledge. So sakha means, "He is my senses, I see the world through that wisdom, through Him."
If your sense is the Divine, then you see the whole world through the Divinity.
Your head will be in the mud in a few years;
Don't put mud in your head while you are still alive.