The Gemora (Ta’anis 29a) tells us that “Just as from when the month of Av enters, we minimize our happiness, so too from when the month of Adar enters, we increase our happiness.”
Although we are taught to increase our happiness, there are no specific mitzvos commanded to accomplish this increase. The Maharal in his commentary on Avos (6:1) says that happiness flows from completeness, just as grief is the result of loss and deficiency. When we are connected within ourselves, to Hashem, and to other people, we are more complete and the happiness flows. Happiness is not the goal of Judaism, but when we accomplish our purpose through the pursuit of three types of connection, happiness is the result.
Rav Itamar Shwartz, the author of the popular Bilvavi and Da Es seforim, points out that our purpose in this world is rooted in these three types of connection: connection between our body and soul, connection between ourselves and Hashem, and connection between ourselves and other people.
The Mishna in Avos (1:2) says the world stands on three things, Torah, Service of Hashem, and Acts of Kindness. The Nesivos Shalom says that the world refered to in the Mishna is our personal world which we build each and every day. Torah provides us with the concepts and mitzvos that enable us to use the material world in a spiritual way – which connects our physical bodies to our spiritual soul. Service of Hashem is accomplished through prayer which connects us to Hashem on a daily basis. Acts of Kindness, both large and small, connect us to our family, friends and community.
When we actualize these connections, through learning Torah, prayer, and chesed, we should focus on feeling the increase in our sense of completion. If we do this our happiness will increase.