Friend, the happiness we are searching for is not the happiness of the world. It seems to be so, but that is a lie from the pit of hell, designed to get you hooked and never let you go from it's clutches.
Is that drug you are using, that alcohol you are drinking, that perverted sexual energy you are using, that violence you use to abuse others, that religion that fills you with pride, that food you consume, those lies you tell, that music you listen to, that entertainment you lust after, all those things and more, are they bringing you the true happiness you were looking for? Be honest.
I hope you are tired of it all and now are ready for the Truth.
God will reveal it to you when you are ready, tired of the old life and ready for a new life.
Just ask Him to show you He is real.
When you get this confirmation, believe on His Son as He has said that Jesus is the ONLY Way that we can get to be with the Father. We must believe in the Son. There is no other way.
All other ways that the world presents to us, are the incorrect way and are all devised for our souls to be misled.
Satan knows more about us than we do. He knows that some souls are gentle spirits so he has devised many religions for them. He knows some are angry and will love violence so he has ways for them to be hooked, some will love an outer body experience and many are the drugs he has devised to please them. Some are just followers so there's all kinds of sports and entertainments and competitions for them. On and on.
Believing in Jesus is just a simple faith. We are not required to know great things. The Spirit will teach us as He sees fit according to our willingness to accept Truths.
God has kept it simple to confuse the wise. There is One Way - Jesus. All other ways are owned by satan/evil.