Understand that seasons of sadness are normal. No one is "joyful" all the time, not even the great heroes of the bible. David wrote many mournful Psalms in times of sadness, worry, depression, and grief. "I am weary with my crying; my throat is parched. My eyes fail while I wait for my God...", "Reproach has broken my heart and I am so sick. And I looked for sympathy but there was none. And for comforters, but I found none."
Even Paul desperately sought the Lord to "remove a thorn from his flesh." We're never told what this struggle was that Paul desperately wanted the Lord to solve for him specifically, but Paul says that he was told, "His grace is enough." We must accept some of our struggles, and put our shoulders to the plow anyway, struggle on, and wait. Sometimes we have to wait for the Lord, and sometimes we have to wait a lot longer than we want to. Being thankful is hard sometimes, but honestly, in times of despair, sometimes being thankful is the best way to be happy. Sometimes it's a struggle, but if we try hard enough, we can find things to be thankful for, and if we focus on that, sometimes we can make it through the storm, and wait on the Lord.