Jesus doesn't promise that we'll be happy when we follow Him.
He doesn't even promise that, despite the fact that God never leaves us alone, we won't sometimes feel lonely. (Also here.) We most certainly will.
Jesus isn't some motivational speaker or religious guru.
He's God in the flesh. He died to overcome our unhappiness and our loneliness, along with our sin, death, and darkness.
This isn't heaven. And it never will be. "In this world you will have trouble," Jesus says. "But take heart! I have overcome the world.” (John 16:33)
For now, we hobble on with no promise of an easy way (or, as the apostle Paul put it, we see through a glass darkly or a mirror dimly), but we hobble and we see vaguely with the joy of knowing that as long as we keep following Christ, we're never alone and that we have access to the "peace that transcends all understanding."
That can be a hard pill to swallow. If you're looking for easy answers, don't look for them in the Christian faith. But if you're looking for real answers from the real God Who has experienced and overcome all we deal with in the real world, check out Jesus Christ.