Stress
Let's say you are a minor league player, or maybe you're in one of the other non-NHL affiliated pro leagues. Whether your team is competing for the championship or not, you are likely still experiencing some stress. For starters, you aren't being paid much (see section on Salary) so keeping up with bills might be a challenge. Trying to balance your day job and still get enough practice time in isn't easy. Nor is coming to work after breaking two fingers in overtime during last night's game. And of course you know the older you get the less chance there is of making it to the big time.
If you are already in the big time, then it's tough trying to help your team make it all the way through a six-month season and still have a shot at the playoffs, knowing if you don't perform and aren't on a guaranteed contract, there are a hundred guys who'd be more than happy to take your slot.
The NHL season is 82 games long. Other leagues have shorter seasons, but you can count on between 50-80 games. And roughly half of those games are somewhere else, not where you live, so add constant travel to the list of stressors. If you're on an NHL squad, you’ll travel in decent style. Probably in the KHL, too, but what about the other leagues? You’ll get there by bus, train, car, horseback, hang glider, whatever.