Happiness is the very nature of the Self; happiness and the Self are not different. There is no happiness in any object of the world. We imagine through our ignorance that we derive happiness from objects. When the mind goes out, it experiences misery. In truth, when its desires are fulfilled, it returns to its own place and enjoys the happiness that is the Self. Similarly, in the states of sleep, samadhi and fainting, and when the object desired is obtained or the object disliked is removed, the mind becomes inward-turned, and enjoys pure Self-Happiness. Thus the mind moves without rest alternately going out of the Self and returning to it. Under the tree the shade is pleasant; out in the open the heat is scorching. A person who has been going about in the sun feels cool when he reaches the shade. Someone who keeps on going from the shade into the sun and then back into the shade is a fool. A wise man stays permanently in the shade. Similarly, the mind of the one who knows the truth does not leave Brahman. The mind of the ignorant, on the contrary, revolves in the world, feeling miserable, and for a little time returns to Brahman to experience happiness. In fact, what is called the world is only thought. When the world disappears, i.e., when there is no thought, the mind experiences happiness; and when the world appears, it goes through misery.
(Source: Who Am I, 8th Edition, 2010, p. 35-7)
If a man thinks that his happiness is due to external causes and his possessions, it is reasonable to conclude that his happiness must increase with the increase of possessions and diminish in proportion to their diminution. Therefore if he is devoid of possessions, his happiness should be nil. What is the real experience of man? Does it conform to this view?
In deep sleep the man is devoid of possessions, including his own body. Instead of being unhappy he is quite happy. Everyone desires to sleep soundly. The conclusion is that happiness is inherent in man and is not due to external causes. One must realise his Self in order to open the store of unalloyed happiness.
(Source: Talks with Sri Ramana Maharshi, Talk 3)