He was under forty, but he had a daughter already twelve years old, and two sons at school. He had been married young, when he was a student in his second year, and by now his wife seemed half as old again as he. (1.4)
This passage suggests that Gurov's reason for pursuing Anna has something to do with his fear of growing old.
But at every fresh meeting with an interesting woman this experience seemed to slip out of his memory, and he was eager for life, and everything seemed simple and amusing. (1.6)
A large part of the reason for Gurov's seducing Anna has to do with dissatisfaction with his own life.
Her expression, her gait, her dress, and the way she did her hair told him that she was a lady, that she was married, that she was in Yalta for the first time and alone, and that she was dull there... (1.7)
It's interesting that Gurov immediately characterizes Anna as bored, since this is actually his own boredom is actually the reason he pursues an affair.
Gurov told her that he came from Moscow, that he had taken his degree in Arts, but had a post in a bank; that he had trained as an opera-singer, but had given it up, that he owned two houses in Moscow. (1.17)
It's clear that Gurov feels stifled in his existing life; contrast his passion for the arts with his job at a bank.
As he got into bed he thought how lately she had been a girl at school, doing lessons like his own daughter. (1.18)
The age difference doesn't escape Gurov's notice. Compare this passage to the one at the story's conclusion, when he again considers Anna's age in light of his own.
The solitary candle burning on the table threw a faint light on her face, yet it was clear that she was very unhappy. (2.13)
This line is later echoed when Gurov leaves Anna in the theatre in S. Anna is persistently characterized by this constant unhappiness, both before and after she falls in love with Gurov.
He was tormented by an intense desire to confide his memories to some one. (3.4)
This desire reflects how severely Gurov is at a loss to understand his own feelings.
That morning at the station a poster in large letters had caught his eye. "The Geisha" was to be performed for the first time. He thought of this and went to the theatre. (3.23)
Remember that Gurov once trained to be an opera singer. Think about the way Anna is associated with the unfulfilled, artistic part of his life.