It's a pretty universal confusion. Many people when asked what they want out of life will say something like 'to be happy'. I suspect that they do not exactly mean 'to be permanently in the psychological state we call happiness' though, but something more like, 'to satisfy my preferences, which includes, but is not identical with, being in the psychological state of happiness more often than not'. I actually think a lot of ethics gets itself tied up in knots because we don't really understand what we mean when we say we want to be happy.