Happiness is hard work. It's not something you'll find by waiting for it to come to you.
Most people think of happiness as getting what they want, but it's not so simple; happiness comes when you work hard for it. Sometimes you may stumble across something that happens to make you happy, but that is just luck.
Think of something in your life that prevents you from being happy. Now think of how you'd like that situation to be instead. Getting to that better place is going to take some work, and probably some courage too.
The first step towards happiness is the belief that you are a good person and deserve be happy. That's the first hurdle for many people - believing they deserve to feel good.
Next, happiness comes from taking a good, honest look at a situation and finding your role in your unhappiness. This is the hardest part for most people - facing their own shortcomings and realizing that they are responsible in some way for the very things they struggle with (see Don't Be a Victim).
Now that you've identified your part in your own unhappiness, working hard at making changes (ending an unhealthy friendship/relationship, saying "no", breaking an addiction, asking for what you need, eating better, etc.) is the only way those changes are going to come.
The final piece is letting go, and this is a tough one for many people too. Holding on to anger, fear or limitations will keep you from attaining happiness. Sometimes letting go is scary or feels like we've lost a battle; learning to find peace with letting go is important.
One of my favorite quotes is from Randy Pausch in The Last Lecture: he says "brick walls aren't there to keep you out; they are there to show you how badly you want something". Getting over a brick wall takes work and courage, if you want it you'll climb that wall no matter how hard.
