This is truly a difficult question for many, and many people tend to answer it wrong too. Most people mistake Happiness for pleasures and excitement, or associate it with something their doing. Those are just temporary things, and may come and go quickly.

Happiness is a wonderful thing, and I believe everyone's purpose in life is to be Happy. I would like to recommend a book for you to read, it's called "Be Happy." It's a fantastic book written by Robert Holden, who has been conducting the Happiness Project for many years. A documentary has even been done on his Happiness course. I am about half way through the book myself right now and wanted to share a little, and of course recommend it too.
So to learn more about how to find your Happiness, and yourself. Go pick up a copy from your local bookstore, or from iBooks.
To your Happiness,
Shea Noble