The Happiness Project offers a surprising amount of useful information to guide you. Gretchen Rubin started this site in her quest to grapple with the challenge of being happier.
One big revelation I've had about the nature of happiness is that some people simply don't want to be happy.
There are many reasons: you want to control other people, you want the satisfaction of being pitied or self-pity or both; you want special attention; you want to take the pressure off yourself, because you can't be expected to achieve much when you're so unhappy.
Oddly, too, you might associate unhappiness with depth of soul or intellect, and so pride yourself on unhappiness as a sign of inner worth.
