Lord Krishna tells Arjuna that only a person who confuses the atma with the body will be afraid to carry out his duty of fighting. Arjuna’s fight is a dharmic one and so he should not hesitate. Joy and sorrow are not experiences that the body feel. They are experiences of the atma. The atma is indestructible. If Arjuna were to fight and those dear to him are killed, he will not be killing the atma. He will only be attacking the body. As far as the body is concerned, do we know what body the atma occupied in a previous birth? It could have been an animal or even an insect. The unchanging, permanent thing is the atma, explained Valayapet Ramachariar, in a discourse. So since the atma is not going to be destroyed even if Arjuna kills his opponents in battle, he need not worry about fighting Bhishma, because the atma is not going to be destroyed by him.
If joy and sorrow are matters concerning the atma, then why do some atmas enjoy happiness, while others experience sorrow? The differences in experiences are because of karma. An atma gets a body according to its karma. It is only through its connection with a body that an atma experiences joy or sorrow. It is to make us face the consequences of our actions, that we are given a certain body in a birth.
Even the celestials are not happy always. They mourn the end of each day. So they too know both joy and sorrow. Only those who have reached the feet of the Supreme One experience permanent happiness. So it does not matter whether one is a mere mosquito or a celestial. In either case, there is sorrow.
In every birth, we accumulate sins or merits, and both are chains that bind us and keep us from reaching God. To surrender to Him is the only way out of this.