Anyone who has been on both ends of the spectrum can tell you that when you don't know Jesus, you have no idea what being happy really is. You fill your life with "things" always trying to get just one more to make life complete. But "just one more" can never fill the void in your life.
Many turn to drugs and alcohol. Many turn to pornography. Many turn to sports, or money, work, clothes, shopping, or any of a variety of things that they think will make them happy, happy, happy. Some even claim that these things make them happy. But when it's all said and done, when there are no more things to buy, no more games to watch, last call for alcohol, and you have to go home, what then? Where does the happiness go?
With Jesus, this never happens. You never get "buyer's remorse." You never feel like there's a hole in the middle of your chest because of the emptiness left by the lack of substance in your life. Jesus fills us so completely that we have no reason to want.
"The Lord is my Shepherd, I shall not want..." ~Psalm 23
He satisfies all the need we have in our lives. He provides for us. He takes care of us. He watches out for us and protects us. We literally have no need at all to be concerned! Of course, there is nothing wrong with sports, or hunting, fishing, shopping, or any of the other things I mentioned above. But when they become what consumes you, what keeps you going, then there's a problem. That's when those things become your "god" (little "g"). When you let them become more important than serving God (big "G"), then it's time to step back and evaluate your priorities.
There was a time that I allowed depression, stress, anxiety, panic, and intimidation to consume me. I could not function, let alone serve the Lord. I had so much pressed down inside me that it was all I thought about. I wanted to let go of it, but just didn't know how. I even said as much to the Holy Spirit as He kept telling me, "Just let go." But miracle of miracles, He then told me HOW to let go... and I did! I've been free ever since.
What are you holding onto? What is keeping you from your happiness? Don't you think it's time to let go of it? Take that step today. Walk into the waiting arms of the Lord... then rest and be happy, happy, happy!