Burdens weigh you down. They make you feel like you can't lift your head. Some burdens seem as though they will remain forever. Some burdens are so heavy that they could kill you. Jesus said that His burden was light. His burden gives life, instead of taking it. His burden isn't meant for torture, it is meant to train you to help others with their burdens.
Galatians 6:2 - Bear ye one another's burdens, and so fulfil the law of Christ.