Lucas: George Bernard Shaw once wrote, "There are two tragedies in life; one is to lose your heart's desire, the other is to gain it." "Shaw was right: as we strain to grasp the things we desire, the things we think will make our lives better: money, popularity, fame, we ignore what truly matters. The simple things: like friendship, family, love. The things we probably already had."
Brooke: George Bernard Shaw once wrote:"There are two tragedies in life; one is to lose your heart's desire, the other is to gain it."Clearly, Shaw had his heart broken once or twice.
Haley: This year, I got everything I wanted and everything I wished for… but, in a way, I lost even more.
Nathan: As far as I’m concerned, Shaw was a punk. Cuz you know what? Tragedies happen. What are you gonna do, give up? Quit? No. I realize now that when your heart breaks, you gotta fight like hell to make sure you’re still alive. Because you are, and that pain you feel... it’s life. The confusion and fear… that’s there to remind you that somewhere out there is something better. And that something is worth fighting for.
Peyton: "People always leave. But sometimes they come back."Peyton: Yeah, losing your heart's desire is tragic. But gaining your heart's desire...It's all you can hope for. This year, I wished for love. To immerse myself in someone else and to wake a heart long afraid to feel. My wish was granted. And if having that is tragic...then give me tragedy. Because I wouldn't give it back for the world.
~Quoted from One Tree Hill Episode: The Tide That Left and Never Came Back~

I think Shaw is partially right. It's true that You won't lose what your heart desires if you never have it. Shaw was being cynical of this life; whenever you get something, there's a risk to lose it. But, what can you do? You win something you lose something. Each of the quotes above hold some true to some extent.
Lucas felt we often search for something we really desire while actually we don't realize we lost too much that's much more important to us.
Brooke knows of it feels to get her heart broken... she felt the quote is obvious. Losing your heart's desire is tragic... While getting what you want... depends on yourself. How you deal with what you've got. Try to treasure what you have now cuz again losing it is tough...
Haley realized how getting something means losing others... Sometimes we even put the most important thing in our life on the line.
Nathan was being tough because he lost the love of his life. And nothing is much more painful than that... He's trying to remind us that life is never meant to be our way and we gotta fight when it's not...
Peyton was also being positive in a way, we would obviously thankful of getting what we desire and it's irrational that you're sad when you're getting what you want.

I have lost what my heart desire the most many times... and have never thought for a single moment that gaining what you want is actually tragic... Perhaps Shaw is right... perhaps getting something just means that you must be ready and prepared when you lose it... But I agree with Nathan... Fight like hell! Losing something means there's something greater and better to fight for! Pain is life, confusion and fear are our reminder to always look up bounce back and never give up...
I wish it was all that easy... but hell, I got nothing else to lose right now... I know some of my friends are also dealing the same thing with me... guys... let's fight together for something better out there!
So what if getting what you want is tragic? Can't you never want anything for the rest of your life? It's all the risk you gotta take... and we all just have to be ready for it! Let's fight!
Peace