Do you work in the secular world? If so, how do you determine what is fun and acceptable? Many of things Christian men and women are indulging in these days are things that only a decade or two ago would have been considered "off limits" for Believers. We see this in the explosion of premarital sex, cheating, swearing, lying, adultery, disrespect for authority and other things the Bible calls sin. Our world now glorifies rebellion, unwholesome speech, drunkenness, immorality and impure thoughts. Many "seasoned" Christians see little to nothing wrong with these things, and in fact, they endorse and approve of them!
The spiritual lives of those involved in these things obviously suffer, and before long they are looking for joy and happiness because they discover that it is not to be found where they have been looking.
True joy and peace come from a relationship with Christ, no Christian will dispute that. However it appears they are trying to have a relationship under false pretenses! They want it all, fellowship with the world and fellowship with Christ.
If we say that we have fellowship with Him and yet walk in the darkness, we lie and do not practice the truth 1 John 1:6 (NASB)
To "walk in darkness" means to habitually live as an unbeliever. True joy will not be found until and unless that peace comes from God through a personal relationship with Jesus Christ. Many believe they are redeemed because they prayed a prayer or walked an aisle and yet their hearts remain darkened and they are enemies of God.
And you were dead in your trespasses and sins, in which you formerly walked according to the course of this world, according to the prince of the power of the air, of the spirit that is now working in the sons of disobedience. Among them we too all formerly lived in the lusts of our flesh, indulging the desires of the flesh and of the mind, and were by nature children of wrath, even as the rest. Ephesians 2:1-3 (NASB)
You adulteresses, do you not know that friendship with the world is hostility toward God? Therefore whoever wishes to be a friend of the world makes himself an enemy of God. James 4:4 (NASB)
True joy cannot be found without repentance toward God and humble submission to His working and authority in your life. The joy, contentment and happiness people search for comes from fellowship with Christ, and Christ alone. A humble dependence upon Jesus will result in these peaceable fruit in spite of your circumstances.
But, there has to be a determination to change- to allow God to access those areas of your heart that are currently off limits to Him and then commit to a new course of action. Yield to the Lord your entire life, and make His glory your purpose for living.
Therefore I urge you, brethren, by the mercies of God, to present your bodies a living and holy sacrifice, acceptable to God, which is your spiritual service of worship. And do not be conformed to this world, but be transformed by the renewing of your mind, so that you may prove what the will of God is, that which is good and acceptable and perfect.
Romans 12:1-2 (NASB)
What is the perfect will of God? It is to live your life in a manner that brings Him glory! This is what the Bible calls the beginning of true wisdom. When you can honestly examine yourself and determine you are ready to make those needed changes in your heart, and change the way you view sin and the way you live your life; you are developing wisdom. And from godly wisdom comes joy.