The most natural pursuit there can be is the pursuit of happiness. I don't think I've ever met anyone (and I doubt anyone has) with the resolve to live a sad and depressing life. There's nothing wrong with pursuing happiness.
But what does that pursuit look like to you?
Many of us might sometimes pursue happiness by looking to the definition that the world gives us. The world wants us to believe that we gain happiness by gaining material wealth and possessions or by having things our way. But Matthew 6:19 says, "Do not lay up for yourselves treasures on earth, where moth and rust destroy and where thieves break in and steal."
As Christians, we are to look to God's joy and not the happiness of this world. How does the joy that comes from God differ from the happiness of this world? There are three major differences between the two.
God's Joy Looks To The Eternal
Matthew 6:20 shows us the first important difference between the happiness of the world and of God's kingdom: "But lay up for yourselves treasures in heaven, where neither moth nor rust destroys and where thieves do not break in and steal."
The joy that comes from God lasts for an eternity whereas the happiness of this world does not. It doesn't matter how having the latest smartphone will make you happy because it will only last as long as the next release. But God's joy has no limit. It starts with the joy of salvation and lives on to the age to come.
God's Joy Endures Through Hardships
James 1:2-3 tells us, "Count it all joy, my brothers, when you meet trials of various kinds, for you know that the testing of your faith produces steadfastness."
The joy that comes through God's Spirit is one that lasts through the ages, but it's also one that lasts through great trial.
The world teaches us to be happy only when things are going our way, when there's no sickness, trial, struggle or lack. But God's Spirit causes us to "rejoice in the Lord always" (Philippians 4:4) even when hardships come.
God's Joy Comes Unconditionally
God's joy is a gift freely given, not one duly earned. The world wants you to believe that happiness is to be pursued intently and vigorously. But God's joy was the one that came down from heaven as man—though He was God—to earth to give us life. Jesus made a way for us to experience His joy and gives it to us based not on our merit but on His faithfulness.
Romans 5:8 tells us, "But God shows his love for us in that while we were still sinners, Christ died for us."
Christ's death, burial, and resurrection made a way for us to experience true and lasting joy.