I use to hate nightmares. But I dabbled in horror shows a little bit (Higurashi mainly), so I've started to enjoy them generally- I wake up happy from them. Although I was about the drown in the other one with my family - woke up still feeling suffocated at 4am, so I was far from happy.

And to some extent, I'm happy about not being happy about the world as it is. It means there is still stuff to care about improving - its nice to care a lot about something (or someone). And bad things can be enjoyable to heard stories of. Even if I was happy with everything in the world, there would be things missing. Still there are some major problems I'd wish would be fixed (greatly reducing starvation/malnutrition and disease for example).

Modern ideas about happiness are strange. Its seen as if its something that can just be all of the time, as if the brain did not habituate to basically any stimulus that causes happiness.