Devotional Service is blissful....

Verse 1.2.22: Srila Prabhupada is writing here that Bhakti is very pleasing. Srimad Bhagavatam, Bhagavad-gita and other scriptures repeatedly tell that you are not this body, you are a spirit soul. The constitutional nature of the spirit soul, being a part and parcel of it is to render service to Lord Krishna. Unmotivated and uninterrupted devotional service to the Supreme Personality of Godhead. So actually anything that is natural to the spirit soul, it is very very happy.

So when we don't do that, we are in a different difficult state. Because of the association of matter for such a long time, because of the desire to enjoy without Krishna, we think we are enjoying in the material life with eating, sleeping, mating and defending. We think we are happy, but it is actually a suffering.
But as soon as we turn to this constitutional position of serving the Lord, we become so blissful. That's why so many transcendentalists could be so delightful.
Eg: Rupa Goswami, Sanatana Goswami, Lord Caitanya Mahaprabhu.... they all gave up everything although they had so oppulent background.

So when we begin this process of serving the Supreme Personality of Godhead, initially what happens, we get nice pleasure. Then Krishna wants us to serve Vaishnavas and by our continued sincere service, we get progress little by little by little and ultimately leading us to enlivening our self.