What happens when you're unhappy? Isn't it true that most often we look to do something to make us feel better? When you look back on what you did to make you feel better - did it lead to happiness or did it have more the effect of caffeine - a quick bump that didn't last? Often that happens when we confuse pleasure and happiness. In reality - pleasure is a short term substitute for happiness. Eventually, pleasure loses its pleasure and the downside - it becomes a prison because it takes away our freedom.
Jesus came to rescue us from that prison and give us life - real, lasting, full and satisfying life! The question isn't about choosing happiness or pleasure but about priority. Pleasure is always derived from something outside you, whereas happiness arises from within as we make choices to follow the good shepherd who lays down His life for His sheep so we can have it!