Sixty-two percent of Bulgarians say they are “not very” happy or “not at all” happy.

If John F. Kennedy could be a Berliner, then we’re all Bulgarians. We're all unhappy sometimes—even those who've reached the heights of entrepreneurial success. 

Here's why.

1. We mistake joining for belonging. Making connections with other people is easier than ever, and not just through social media. Joining alumni groups and professional organizations, wearing golf course polo shirts or college sweatshirts, even putting a silly window sticker with initials like “HH” on your car to announce to the world you summer at Hilton Head Island… people try hard to show they belong, if only to themselves.

Most of those connections are superficial at best. If your spouse passes away the alumni organization may send flowers. (Okay, probably not.) If you lose your job a professional organization may send you a nifty guide to networking. (Okay, probably not, but they will send you the invoice when it's time to renew your membership, so there is that to look forward to.)  Anyone can buy, say, a UVA sweatshirt. I didn't go to UVA but I do have one. (It was on sale.)

The easier it is to join something the less it means to you. A true sense of belonging comes from giving, self-sacrifice, and effort. To belong you have to share a common experience—the tougher the experience, the better. Clicking a link lets you join; staying up all night helping load trailers to meet a ship date lets you belong. Sending a donation gets your name in a program; working your butt off in an over-crowded soup kitchen lets you belong to a group of people who are trying to make a difference.

Pick a group you want to belong to and do the work necessary to earn their respect and trust. A true sense of belonging gives you confidence, especially during tough times, and provides a sense of security and well-being, especially when you're alone.

2. We think we can achieve anything. Our parents were well intentioned and wrong: We can’t be whatever we want to be. We can all achieve amazing things, but we can’t do anything we set our minds to. Genetics, disposition, and luck all play a major part.

The key is to know yourself and then work to be the best you can be based on your unique set of advantages and limitations.

Here’s a non-business example. Say you decide you want to run a marathon. Fine—with enough training almost anyone is capable. But say you're a guy, you weigh a muscular 250 pounds, and you want to run those 26-plus miles in under 2 hours and 30 minutes. That's just not going to happen; you’re not made that way, and the attempt will leave you discouraged, defeated, and unhappy. But with enough training you could probably bench 350 pounds, something those whippet-thin marathon guys will never do.

The same is true with, say, public speaking. You may never be like Billy Mays but you could be an outstanding Steven Wright.

What you achieve isn’t nearly as important as the fact you achieve something. Pick a goal you’re suited for and go after it. Doing something—in fact, doing anything—that most other people cannot or will not do will make you proud, fulfilled, and a lot happier.

3. We think business success equals fulfillment. You can love your company but it will never love you back. (Cliché, sure, but true.) No one lying on their death bed says, "I just wish I had spent more time at work..." Business success, no matter how grand, is still fleeting.

Fulfillment comes from achieving something and knowing it will carry on: Raising great kids, being a part of a supportive extended family, knowing you have helped others and changed their lives for the better...

Work hard on your business. Work harder on things you can someday look back on with pride.

4. We’re afraid of what we really are. None of us really likes how we look. (Well, maybe she does. And he probably does too.) So we try to hide who we really are with the right makeup and the right clothes and the occasional BMW. In the right setting and the right light, we’re happy.

But not at the gym. Or at the beach. Or when we have to run to the grocery store but feel self-conscious the whole time because we’re wearing ratty jeans and an old t-shirt and we haven’t showered and everyone in the place is staring at us and jeez, can we just get out of here already. So we spend considerable time each day avoiding every situation that makes us feel uncomfortable about how we look or act.

And it makes us miserable.

In reality no one cares how we look except us. (And maybe our significant others, but remember, they’ve already seen us at our worst, so that particular Elvis has definitely left the building.)

So do this. Undress and stand in front of the mirror. (And don’t do the hip-turn shoulder-twist move to make your waist look slimmer and your shoulders broader.) Take a good look. That’s who you are. Chances are you won't like what you see, but you'll probably also be surprised you don’t look as bad as you suspected.

If you don’t like how you look, decide what you’re willing to do about it and start doing it. Just never, ever compare yourself to someone like her or him; your only goal is to be a better version of the current you.

If you aren’t willing to do anything about what you see in the mirror, that’s fine too. Move on. Let it go. Stop worrying about how you look. Stop wasting energy on something you don't care enough about to fix.

Either way, remember that while the only person who really cares how you look is you, plenty of people care about the things you do.

Looking good is fun. Doing good makes you happy.

5. We have no one to call at 3 a.m. Years ago I lived beside a river. A hurricane caused my house to be in the river. I had about an hour to move as much stuff as I could and I called my friend Doug. I knew he would come, no questions asked.

Today, aside from family, I’m not sure who I would feel comfortable calling.

I’m sure you have lots of friends, but how many people do you feel comfortable calling in the middle of the night if you need help? How many people do you know that you can tell almost anything and they won’t laugh? How many people do you feel comfortable sitting with for an hour without either of you speaking?

Most of us wear armor that protects us from insecurity. Our armor also makes us lonely, and it’s impossible to be happy when we’re lonely.

Take off your armor and make some real friends. It’s easier than it sounds because other people are dying to make real friends too. Don’t worry; they’ll like the real you. And you’ll like the real them.

And all of you will be much happier.

6. We mistake structure for control. Most of what we do, especially in business, is based on trying to gain control: Processes, guidelines, strategies… everything we plan and implement is designed to control the inherently uncontrollable and create a sense of security in a world filled with random occurrences. (Did I just go all philosophical? Sorry.)

Eventually those efforts fall short because structure never equals control. No matter how many guidelines we establish for ourselves, we often step outside them. (Otherwise we’d all be slim, trim, fit, and rich.)  Budgets and diets and five-year plans fall apart and we get even more frustrated because we didn't achieve what we hoped.

We only make real progress towards a goal when it means something personal to us, not because we create to-do lists and comprehensive daily schedules.

Decide what you really want to do and go after it. You'll feel a real sense of control because you really care. And when you truly care—about anything—you’ll be a lot happier.

7. We’ve stopped failing. Most of us do everything we can to avoid failure. That's a natural instinct with an unnatural by-product: We start to lose the ability to question our decisions. And we lose the ability to see our business and ourselves from the employee’s point of view. The ability to run a company and lead others is compromised when we lose perspective on what it's like to not have all the answers—and what it's like to make mistakes.

So go out and fail, but not in the way you might think. Forget platitudes like, "In business, if you aren't failing you aren't trying.” Business failures cost time and money that most of us don't have. (My guess is "failure" doesn’t appear as a line item in your operating budget.)

Instead, fail at something outside your business. Pick something simple that doesn't take long. Set a reach goal you know you can't reach. If you normally run two miles, try to run five. If you play a sport, play against people a lot better than you. If you must choose a business task, cold call 10 prospects. Whatever you choose, give it your all. Leave no room for excuses.

Make sure you can only be judged on your merits and will be found wanting.

Why? Failure isn't defeating; failure is motivating. Failure provides a healthy dose of perspective, makes us more tolerant and patient, and makes us realize we're a lot like the people around us. When you realize you aren't so different or special after all, it's a lot easier to be happy with the people around you—and with yourself.