This is a philosophical question that has been discussed and ruminated over since the dawn of time, and it is one that pertains to the very nature of human existence. What we want is something that everyone asks themselves on occasion. But the answer, if there is to be one, can only be truly answered in paradox. Take the weather, for instance. People are always complaining about it. "It's too cold." "It's too hot." "It's raining outside." "It's too sunny." Whatever the weather is, there is something to dissatisfy us, and this is the way it is with many aspects of our lives. To put it simply, we always want things to be the way they aren't.
It is a curious quirk of human nature, to never be satisfied or content with what we've got. That instinct is responsible for everything good and bad about our way of life. It is the reason great inventors create new devices. It is the seed of discord that causes people to fight and kill one another. It is the reason we are always trying to get more, and change the world to suit us. Without this drive, without the sense of dissatisfaction with the world around us, we would not be able to survive, for we would be without purpose.
This eternal drive to make things "different" may make some of us vain or destructive, but it is the very basis of our existence. Without the drive, we would never have crawled out of the jungles and caves to build civilization. Without this desire moving forward, we will be condemned to devolve and plummet into a new dark age. Really, it is when we are comfortable and satisfied that we are doing nothing, and allowing things to go to hell. Just look at the fall of any great civilization. When they get fat and comfortable, things collapse. Being annoyed or frustrated is the motivation which leads to advancement and construction. Being satisfied is what leads us to apathy and entropy.
So, the next time you are upset that the weather isn't good, or you're angry about something you don't have, or frustrated that your life isn't what you'd like it to be, feel grateful for this driving force. It means you are alive, and not just sitting around and waiting to die. Be happy that you're discontent; then go do something constructive about it.