But I think that's actually the cause of a lot of unhappiness. It's a perpetual "grass is always greener" situation. Say you go on this quest to find the best city to live in. You find a good one, and you're not unhappy. But you'll always have that doubt: "What if I had quested just a little more? Would I have found an even better city?" And that'll bum you out. It becomes the anxiety of "what if".
Happiness is being content with the moment you're in. Having good health, a not-empty stomach, and a roof over your head is already a big step above a significant portion of the world's population. Now this doesn't mean you have to become a mindless lump, barely moving from the couch and uninterested in even the slightest change; but it's a suggestion that perhaps learning to be happy with what you have, where you are, and with what interests you, is, in the long run, precisely what will make you happy.