Don't pursue happiness
There's an old quip that much of modern psychology is just discovering with science what the Bible has taught us all along. One of the interesting paradoxes in psychology is that the pursuit of happiness makes you unhappy. This is called the "happiness paradox." Everyone wants to be happy. But happiness is a byproduct of meaning and purpose. Pursuing happiness itself apart from a greater goal actually makes you miserable because you're constantly wondering, "why aren't I happy?"
Instead, Jesus taught, "whoever seeks to preserve his life will lose it, but whoever loses his life will keep it" (Luke 17:33). Don't focus on your own happiness - what Jesus calls "preserving your life." Instead, lose your life. Give yourself to God and his Kingdom. And in the end, you will find life that is truly life.
Don't pursue happiness. Instead, pursue usefulness to God. And you will discover the deep happiness that comes from God.