"You shall not covet your neighbor's wife. You shall not set your desire on your neighbor's house or land, his manservant or maidservant, his ox or donkey, or anything that belongs to your neighbor."
Covetousness is a denial of God's character as provider. It is an attitude which states that God has in fact not given you everything you need in the present moment. It is a failure to be content with what God has given you in His grace and mercy. This lust for "more" leads to misery because you can never get everything you want and even when you have it, you will be left wanting more.
Truth be told, God has given you everything you need to be happy. This is why those in abject poverty can rejoice, despite having nothing. It's what causes rich people to be miserable while their servants live content lives. God gave us his only Son to fulfill our every need and covetousness is a denial that Jesus Christ's sacrifice is all sufficient.
Not only that, but it causes us to sin against our neighbor, as David did to Uriah the Hittite in killing him in order to cover up his adultery with Bathsheba, his wife. We see covetousness leading to adultery, deception, and ultimately murder. We can see how breaking one commandment quickly leads to breaking more and more because sin begets sin and multiplies like an infection. Just remember that all things are grace and undeserved and you will be content with everything.