We know it's not found in wealth. Jesus said, "how hard it is for the rich to enter the kingdom," which gives us a clue that they're not all that happy here either. Nor, in power as Solomon, a powerful man in his day, and noted for being wise, had this to say:
"To the man who pleases him, God gives wisdom, knowledge and happiness... " Ecclesiastes 2:26 And:
"I know that there is nothing better for men than to be happy and do good while they live. That everyone may eat and drink, and find satisfaction in all his toil - this is the gift of God." Ecclesiastes 3:13It looks as though pleasing God, doing good (not out of duty, but love) and working profitably might bring happiness. We also know from Scripture that "children are a reward from him." They can certainly be a joy. At least until they're teenagers. Love is a joy and source of happiness, that may not last either, since it is a choice, that often doesn't get made. So, we can go our whole lives chasing after happiness, looking everywhere - as in the play - but it might still elude us in the end, no matter what we do. The seeking factor was built in, what's been called a God-sized hole in our psyches. We were designed to seek after him. Searching for happiness is putting the cart before the horse.
"When you seek me with all your heart, I will be found by you." Jeremiah 29:13There we have it; I think we've located the Blue Bird.
"In your presence is fullness of joy." Psalm 16:11