I used to think that I was too anxious and angry. This led me to believe that I should work out how to get rid of them. However, after lots of reading and some self-reflection I'm coming to realise that you can't get rid of emotions, they are all there for a reason. Instead, you have to give them space and respond accordingly (part of what can be referred to as emotional agility). This means accepting them all equally, including the ones that can make you feel uncomfortable.
In the Pixar film Inside Out, we follow characters that represent each emotion inside a girl's mind. One of the characters is sadness and the other characters try to keep her from getting involved in how the girl feels. We follow the girl as she moves home and has to deal with a lot of change (a new school, for example).
One day there is an accident and joy and sadness disappear for a while, leaving anger, fear and disgust in charge. The girl struggles to express herself as she navigates these big changes in her life. In the end, when joy and sadness are reunited with the others, they realise that it is sadness who is needed the most right now. So that the girl can tell her parents how upset she is and how she misses where they used to live. After this, the girl adjusts to her new life and eventually thrives.
I've also been reading up on stoicism (in part, inspired by Derren Brown's excellent book - Happy). In conclusion, I don't believe the sole pursuit of happiness is the right path to follow (you'll always be wanting more anyway). Instead, just being content with the balance of life you find yourself with, in the here and now and making the most of the journey, not worrying about the destination.