When we walk the middle path, we pay attention to our tendencies to seek pleasure and avoid pain. Although the aim of Buddhism is to save all sentient beings from suffering, this is different from avoiding pain. In order to transcend suffering, we have to be as accepting of our pain as our pleasure.
Life happens in the present moment. Sometimes the present is painful and sometimes it is pleasurable. Pleasure taken too far will become pain, as excessive drinking can lead to a hangover. Painful experiences also contain subtle or overt pleasures, like the peace discovered in the midst of a good cry.
Walking the middle path is certainly not seeking pain and avoiding pleasure. It is appreciating where you are, when you are there. If you are excitedly looking forward to a birthday party, you are feeling the pleasure of anticipation and the pain of impatience. Reaching for the pleasure is causing some pain, but no great suffering.
When you accept pain and pleasure as they occur, you are allowed to be sad when you are sad and happy when you are happy. You always know that beneath these external circumstances, your original nature is shining brightly.