first world problem; good problem to have
A humorous or self-deprecating expression for a complaint about a situation that is actually fortunate or luxurious. Often used when someone is troubled by having too many good options.
Having too many travel destinations to choose from is a good problem to have, isn't it?
Not being able to decide which high-end restaurant to go to because there are so many is a first world problem.
A set phrase combining 贅沢 (luxury) and 悩み (worry). The exact origin is uncertain, but it likely emerged in modern colloquial Japanese as a humorous expression.