For example, we may want a perfect relationship. But if our partner's not participating, we can be unhappy.
If we want money, but aren't doing well financially, that can make us unhappy.
The distance between our circumstances and our dreams can be depressing.
In counseling the first thing I try to learn is what a client wants that they don't have. That tells me what's going on.
Once we define this we can proceed. I ask if what they want is realistic. And often it's not.
But if it's realistic we can discuss a way for them to get it. For example if it's a better job maybe they can get more training. Or they might seek work in a field that pays better.
If it's a better relationship perhaps they can enter counseling - or else accept the partner as they are.
The real path to happiness is to lessen the distance between what we have and what we want. And it's that simple.