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Sorry for my language, but my student has just found this phrase somewhere and I'm not quite sure how to explain it.

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    Being “let down” means “one’s expectations were not met” (you can look up the idiom or phrasal verb “let down” in your favorite dictionary). But if your expectations were already low or not existence (didn’t expect squat), then it’s less likely or impossible for those expectations not to be met. – Dan Bron Mar 6 '18 at 22:27
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As it (subtly) asks for more than a mere translation, I don't mind answering this one.

It's tough to be let down when you don't expect sh**.

Breaking it down:

It's tough = It's difficult
to be let down = to become disappointed by something
when = in this case, a copula referring to a time or situation
you don't expect sh*t = you don't expect anything at all

Usage of the slang term sh*t here is in place of nothing, but use of nothing would also not be correct due to double-negatives, so the best translation for the word sh*t in this case is anything at all, such that the phrase actually reads, in meaning:

It's difficult to become disappointed by something when you don't expect anything at all.

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    That "difficult" looks a bit ambiguous and it seems to suggest rather that the situation isn't easy to get into, than that the result is hard to accept. Don't you think the point was "It's doubly painful to be let down when your expectations were already at rock bottom"? – Robbie Goodwin Mar 6 '18 at 23:06
  • @RobbieGoodwin that ... is the answer! – lbf Mar 6 '18 at 23:08
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    @RobbieGoodwin I might disagree, however plausible that is. It's more likely that the person who would say this is a jaded person for whom disappointments are so commonplace that expectations are so low, that the coping mechanism is to expect nothing to avoid further disappointment – psosuna Mar 6 '18 at 23:16
  • psosuna, you're deepening a hole there and you're welcome to a referendum… – Robbie Goodwin Mar 6 '18 at 23:24
  • I think Robbie's answer is probably right, depending on the context. If the point was just that low expectations help avoid disappointment, it'd more likely be phrased as "It's hard to be let down...", whereas the more emotive "tough" lends me to think that's the emotional outcome: being hurt. – Steve Bennett Mar 6 '18 at 23:36

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