There are 3 main reasons why people are unhappy in this world.
1. They do not know what they want.
Society often has a set of parameters and pre-written goals for every human being. Examples of this would be:
Pre-written goals Parameters:
Get a good job Don't be a bum
Get married Don't sleep with several women
Buy new houses, cars, etc, Don't keep old things
These things are set up so that society is kept in order. People must all be easily manipulated and kept in a predicatable pattern. The school system teaches you regular curriculum. You don't learn about yourself you just learn what the elite members of society want you to learn so, you can't make yourself happy because you don't even know what makes you happy.
2. They are too afraid to go after what they want
Now, let's just assume you have figured out what makes you happy. Everyone is a little bit different and you are bound to enjoy somethings that are taboo or at the very least frowned upon in your culture.
So then you have the choice of going to left where every dislikes you but you do what you please or the right where you everyone appreciates you but, you don't like your own life and there's nothing to be happy about.
So then do you do you go to the left where nothing is right or to right where nothing is left? Find a middle ground.
3. They feel inadequate to acheive what they want.
Death, disability, divorce, sickness, war, bad economy,
These are all things that we can't control( or at the very least we haven't found a way to control) People face these things and it steals their joy because they don't know how to solve it.