Many Christians like to teach that joy comes from the inside (from knowing God through Christ) and happiness comes from the outside, from circumstances. You can split hairs about word definitions and whether the good feelings are from your spirit or your emotions, but what is perhaps more helpful to remember and a more Biblical way of examining your heart is to realize and recognize what you are living for. UPON WHAT ARE YOUR AFFECTIONS SET? What do you dream about? What do you hope for? Where is your sight fixed, what is your goal? What would make you happy?
God was looking out for us when He commanded us not to covet because there is a simple reality we all have to live with: We can't have everything we want. To want what we don't have is covetousness and the New Testament says this is idolatry. That is why you are unhappy. Godliness with contentment is great gain.
Money, bread, provision, earthly riches are all shadows of God’s spiritual provision. In this temporary earthly life, they represent a parallel but higher eternal provision God has made in the spirit realm. As Jesus said, “Man cannot live by bread alone”. His word, His salvation His eternal glory that shall be revealed in us-- these things are the true heavenly manna, the true riches.
Likewise, marriage, love, romance- they are indeed earthly bliss when they are all working as they should be, but they are still only temporary, and though they satisfy the flesh and the mind, those earthly shadows cannot satisfy the spirit. And what's worse, when they do not work as they should and relationships fail, there is a great temptation to fixate on the problems, maybe to try to fix things or even to dream of a different mate that could "make you happy".
(Of course sex outside of marriage is a perversion of the earthly bliss and satisfaction God intends for us, so as a Christian, hopefully you know that is wrong)
Here’s the difference, do what you can to have that good life on earth but dream of, but set your affections on the goal that is attainable; the goal that is not subject to the broken and failed nature of this fallen world, set your affections on the One who is faithful and true; on the true riches, the heavenly marriage that the earthly ones are only shadows of. Live for that, set your affections on things above not on things on the earth, not even on the good things on the earth. They are only temporary, even if they are working right they cannot completely satisfy! And so often they don’t work right and we are disappointed and depressed.