Everyone in this world is looking for happiness. Nobody is making an effort to be unhappy. Nobody gets up in the morning and says to themself, "Oh, what can I do today to make myself unhappy?" Even people who try to find happiness in activities which we would normally consider painful, those people are doing it also for happiness. Like body piercing or getting tattoos – they are painful but people will suffer the pain for the end result.
All the things that we do are methods to try to become happy. In reality, what we experience is actually passing sensual pleasure or some kind of gain, feeling that, "I've gained something," but not a lasting happiness which is fully satisfying.
So how can we become happy? We have to understand who we are. We are the part and parcel of the Supreme Person, like a sunray is part and parcel of the sun. We are eternal. We cannot exist separate from the sun and retain warmth. In other words, the sunray cannot remain separate from the sun yet remain warm. Similarly, we cannot be separate from the Supreme Person and be happy. Happiness is our warmth. Happiness is our reconnecting with the Supreme Person.
Happiness in the spiritual world is not something that we can understand by comparing it to the happiness that we have in this material world. It is real happiness. It is lasting. It is deeper than one can imagine with their minds. We cannot know it through speculation but we can know it through direct perception. So what we need to do is very simple. Simply listen to the Names of God. This reconnects us with our Supreme Friend. These will satisfy our hearts and minds. This gives the happiness we are searching for.