This isn't just you. A lot of people are with you on this, including me. It's something that I'd like to call "greed".
When people think of greed, they often think of some fat rich guy who has green eyes and would do anything to get more money. It's true that people like that are greedy, but that's not the only kind of greed there is. Greed doesn't always have to involve money. Greed is simply a feeling that you want more of anything, whether it happens to be money, food, happiness, love, attention, something that is tangible or something that isn't. And don't start panicking just yet or become super paranoid about it, because greed is normal. It is something that all human beings have experienced many times in their life so it is no surprise that you are that way.
It's natural for you to feel this way, even when you are at a good point in your life. You know that you're supposed to be happy but yet you aren't. That's because deep down inside, you feel like you could've done better or that you want just a little bit more. Just think about it. When you were a kid, you probably wanted a toy or something like that. When you got that toy, you were happy at first but then you started wanting something else because it's the next best thing from that toy. Then once you attain that next best thing, you noticed that there is something better than that and you want it. After you get that, you once again see that there is something even better. The cycle continues as you get older and your wants become bigger and bigger. Then you start mixing in intangible things too, such as feelings, and you yearn for those, making things more complicated.
You may not realize that you are doing this, but this is probably the reason why you can't seem to be happy. Like I said before, once you start adding in both tangible and intangible things into your list of wants, things get really complicated. They might get so complicated that you don't know that you are gradually but surely moving on to the next thing, wanting to get better and better each time.
It's hard to identify exactly what it is that you feel that you are lacking in. There is a difference between knowing that you are being greedy (wanting more) and actually knowing what it is you are wanting. I don't even know the answer to that for myself. I just know that that is how life generally works and I have to keep working on it. So I can't give you any solutions to your problems (because I have similar problems along with pretty much almost every human being), but I hope this helps you identify why you might be feeling this way.