The world you perceive is 100% your own making; not the objective reality, but how you take it in. So if sadness or failure haunt you, it is totally within your power to cast them out.
The first thing that I learned that helped me remain happy living alone, was not to expect things from life; but to do things for the sake of doing them. If I'm playing a video game, I play it for the sake of playing it, not to finish it and move on. If I'm working out, I do it for the sake of doing it- I love how it makes my body feel. Fitness or big bulging muscles are not even on my mind, they are just a side effect. If I cook an elaborate meal, yes, I get to eat something delicious at the end, but I do it for the satisfaction it gives me going through the whole process. Doing something for the end goal is like watching the last 5 minutes of a movie; you missed almost the whole thing. As men, we're wired to find gratification in creating and learning new things. Find things like that- learn a new skill, learn to make things, and help others learn with you- there's an immense pleasure to be found in it.
Men are creators and women are consumers (pretty ironic, as to how it is women who birth children). This is why, while a woman might find pleasure in listening to music, a man will find greater pleasure in making that same music.

The key to happiness is within you. Find what makes you happy- something that will not make you compromise on your safety or freedom, and go after it with all you've got.