Expectations
Most of my disappointments arise from from poor expectations.
It's true that material things will probably not make you happy but with non-material things, I feel the reason behind many disappointments is wrong expectations in the first place.
Here are some examples
You start a job and over time you're unhappy with it. Even though you get paid well, have great colleague and are learning - you still feel disappointed because "something is missing". The problem here isn't with your job, but the expectation you placed on what your job should offer you.
Another great example is when you're choosing your life partner. You expect them to be your friend, your therapist, your intellectual partner, your roommate and more. When they falter on any of one of the many roles you expect of them, you are disappointed.
We don't do this consciously but it I believe it's happening anyway. To make it worse, our expectations are constantly evolving - like a moving goal post - which only means that things will fall short our expectation at some point and lead to disappointment.
I don't know how to solve this but here are 2 things that have helped me
Locking down expectation by writing them down. I sometimes start the month by asking myself "What would make this month awesome?" At the end of month, even though I might feel unaccomplished, when I see that I actually accomplished everything I had written down, it helps me change my perspective
When I'm annoyed with people, rather than finding faults, I pause and ask myself what expectation of mine are they not living up to. More often than not, it's an outrageous expectation and tweaking that helps.
The bottom line: Pay more attention to your expectations and be more deliberate when setting them.