BG 2.66: One who is not connected with the Supreme [in Kṛṣṇa consciousness] can have neither transcendental intelligence nor a steady mind, without which there is no possibility of peace. And how can there be any happiness without peace?
Only a developed consciousness can perceive happiness and distress more intensely than undeveloped consciousness. Platform of real happiness is beyond temporary things. Material happiness is relative, what gives one enjoyment today, might not give them enjoyment in another time. Real happiness is eternal and unlimited and that happiness is obtainable. Lord Caitanya gave the highest form of happiness in the form of prema-love for free on a sale to us unqualified souls.
Happiness derived from sense gratification is cheap happiness and lasts on temporary. How the living entity, because of lack of knowledge runs after happiness outside his own self. When one understands his real identity as a spiritual being, he can understand the supreme spiritual being, Krishna, and the real happiness exchanged between Krishna and one’s self.