why am i happy being unhappy/mournful?

there could be many possible solutions for the way that your feeling. as you should know that for every problem, there is a source. and every little thing effects how you feel about yourself.
Maybe your not happy with being depressed, but simply comfortable with it because you havent been happy for a while now.
Can you remember the last time you were happy ?
what caused it ?
when did the depression start ? what caused that ?
do you have many friends ? if so, then do they know ? if not, do you think your depression is the reason for that ? many ppl who are depressed are also anti-social. so... yeah.
what about your family ?
the list of questions go on... but i dont want to overwhelm you with a billion at one time. so just think about those things.... then get back to me.
getting better is a process, and admitting that you need help is the first step. ^_^

 

My therapist once told me that the reason I like being unstable is because it's what's familiar to me. (I have trouble staying on my meds because stable doesn't feel right).

Allow yourself to know that you deserve to be happy. You deserve to feel good. It's hard to admit that but it's true!