Sympathy means feeling the other's suffering, but you are still at a distance; empathy means becoming one with the other's suffering -- not only feeling it but suffering it, actually going into it. If somebody is crying, sympathy means you feel for the one who is crying, empathy means you start crying. You are not only in a feeling space, you become attuned, you become really one: at-one-ment happens.
A man came to Buddha and asked, "I am very rich and I have no children, and my wife has also died. Now I have all the money in the world. I would like to do some meritorious work. I would like to do something for the poor and the downtrodden. Just tell me, what should I do?"
And it is said Buddha became very sad and a tear rolled down from his eye.
The man was very much puzzled. He said, "Tears in your eyes? And you look so sad -- why?"
Buddha said, "You cannot help anybody, because you have not even helped yourself yet. And you cannot do anything compassionate, because your energies are still at the lowest."
"Your base metal has not yet become gold. In fact," Buddha said, "I am feeling so sorry for you. You want to be of some help to people, but you are not. You don't exist yet, because awareness has not happened, and without awareness how can you be? You don't have a real center from where compassion can flow."
-Rajneesh