Thank you everyone for your comments. I am glad others relate to what I wrote above. Although it is listed as steps, it is a cycle, feelings and actions can occur in any order, although I found it strange that I often moved through the cycle in that order...sometimes going backwards...and then a little forwards and so on. I am no longer angry, although I will have a bad day where I proceed to take out my frustrations on a close friend. This feels like a big step backwards and is really frustrating, especially when I have had such a good week. I know I just need to keep working hard, eventually it will come. Or I hope it will...I am not sure what else I can do. I try not to be too hard on myself.
TheByzantine:

thank you. Self-pitying is good to a certain point and I partly agree with your therapist. But everything in moderation. Self-reflexion is a good thing. Self-pitying to the point of debilitation is not. I think your therapist was describing more of a healthy self-reflexion. But your therapist is also very right in that yes, the party must eventually end.
Patty: it's quite amazing, you voiced something I have been debating for a long time. The whole: programmed to be unhappy at a young age. Thank you so much for sharing your story with me. It has really made me realize that it wasn't just in my head. I often debate if I sort of defaulted to being unhappy and self-pitying because I was in a way programmed to do so. I don't know how to be happy because my comfort zone is sadness. So as you worded perfectly, and I will re-iterate, I subconsciously put myself in situations that will force me into a cycle of grieving. There is nothing outwardly wrong with me, so it is almost as though I create bad situations to use them as an excuse for my feelings. Hence the prior drug addiction. It is the only way I know how to live and fuel my sadness. Which in turn fuels my behaviour. Again with the cycles!
For a while I have been trying to break this cycle. I figured I was a person raised with a pessimistic worldview and I have been working to change this into a positive worldview...not that easy!!! some days are good, some are bad. As with any issue, consistency is key.
Anyone have some advice for a lost soul trying to find happiness? ...is the keep on trying solution really all there is?