I'm not sure I agree he discovers the reality of evil, for the ambiguity of the story resides in whether he did or did not. Whether or not he discovered it (because maybe it was all a dream....), the important point is that he more or less became a misanthrope, with no friends, and most significantly "shrank from the bosom of Faith . . . . and scowled and muttered to himself." He lost the capacity for joy in life---that is the tragedy, for the story opens with a lightheartedness that he can never reclaim. One can fall from innocence to experience and continue to live a good life, gaining knowledge from the fall that will bring meaning to life, but he does not gain that sort of knowledge. Losing faith in humankind, in loved ones, in a purpose for living: surely there is no greater tragedy.
I think the tragedy could also be the very ending of the work where the narrator states:
"Had Goodman Brown fallen asleep in the forest and only dreamed a wild dream of a witch-meeting?
Be it so if you will; but, alas! it was a dream of evil omen for young Goodman Brown....when he had lived long, and was borne to his grave a hoary corpse, followed by Faith, an aged woman, and children and grandchildren, a goodly procession, besides neighbors not a few, they carved no hopeful verse upon his tombstone, for his dying hour was gloom."
The tragedy is that Young Goodman Brown let all of this control him and it ruined his life. His faith was placed in man, and when man failed him (as man always will because we are human) he despaired for the rest of his life.
Arguably, the tragedy of Hawthorne's story is the loss of innocence and the realization of the reality of evil. As you'll find on the "themes" page here at eNotes: "Unfortunately, Brown's experience in the forest makes him reject his previous conviction of the prevailing power of good. He instead embraces the Devil's claim—"Evil is the nature of mankind"— by crying out ''Come, devil: for to thee is this world given." This acknowledgment, fueled by the discovery of hypocrisy in the catechist, clergy, the magistrates of Salem, and his own wife, destroys Brown's faith in the Puritan elect. It also sets the tone for the rest of his life."