I think people are unhappy because they feel it is their "right" to have everything they want or desire. A lot of people believe these things should just come to them and they should not need to put out any effort to make it happen. There is a sense of great satisfaction from achieving a goal that you've worked hard to reach.
I also think that people are unhappy because they think that acquiring "things" will make them happy and when it doesn't, they feel disillusioned by an unfulfilled promise. They believe that if they do "A" then "B" must happen, but that is just not life and that kind of thinking will almost always end up in disappointment. Developing a thankful heart will put people in a state of mind where happiness can thrive.