When Alexander the Great visited Diogenes and asked whether he could do anything for the famed teacher, Diogenes replied: only stand out of my light
This is from my beloved story of my youth - story, I always thought is no more than just another story (a very nice one). When I think about it now, I can see Diogenes telling Alexander all there is to know about "having it all". Alexander just couldn't see it - he choosed his own way to it and we all know how did it end. And yet, thousands and thousands years later we still don't get it ether: so we pursue the way of Alexander the Great, secretly hoping somehow avoid traps he has fallen into. Little we know - there is no other cities this road leads to, except failure and misery.
"Those Who Know Don't Talk, And Those Who Talk Don't Know."
This has been our main tragedy. I call it "rigged authority". As soon as we are born, we are trained to follow authority (of the parents, initially). We've been lead to believe, that being older, somehow makes one more knowledgeable and automatically commands us following their steps. This is what we may call tradition(s). The basic assumption behind it is that we have to do the same thing our ancestors done - without much questioning. If you think you having hard time relating to that, think about any of the following: loving your country, being honest, working hard your whole life or being faithful to your partner - we are not supposed question any of these. Now, I'm not saying none of these are proper or good rules for us to follow, rather just pointing out that our choice in these matters is completely eliminated by society (or those who know).
The hard to swallow truth is we don't know ourselves. Without knowing how we operate, our desire to be happy seems so ambiguous and even more so our claims about us "trying to be happy". You may think evolution would have taken care of this by now, but consider that we are: (1) so different from the rest of life forms (at least as far as our understanding of "happiness" is concerned); (2) and we are only about 2 million years old as a specie (vs. 500+ million years for complex life forms and 3,000+ million years for the rest). Especially since we've been "born" (and thus originally meant) to live in completely different environment from what we see around us today (or, for that matter, over the last couple thousand years). Sorry, but no - evolution still has millions of years of work to do on us to bring us up to date - we are indeed very outdated machines, trying hard to function properly far far away in the future.
Thus if we have any hope (learning to be happy), the burden is on us. Since it would be very hard to argue that our life is about something else than being happy (whatever way one may describe their happiness), there is just nothing more important than figuring ourself out. We have to find a way for our outdated machine to function without breaking down prematurely. Nobody can do it for us: not the parents, not the society, not the friends... simply because they all follow the same old program... they may want to help, but this is just like a blind leading another blind - it only gets you into a deeper well.
