There's a reason that The Pursuit of Happiness is worded the way it is in the United States Declaration of Independence. It's not about going after what makes you happy, per se. It's about doing what fosters and upholds your all around well-being. The 'happiness' essentially being living in ultimate freedom and keeping worries to a minimum. Which, yes, is a mindset. It starts from within. You'll never find true, sustainable happiness from an external source until you find and sustain it within yourself.