“It’s not what you are,
it’s what you don’t become that hurts.”
Oscar Levant is supposed to have said that. 
In Pirkei Avot, the traditional annual reading of which is now beginning, ben Zoma says איזהו עשיר? השמח בחלקו — Who is rich? The one who’s happy in his/her lot. 
The answer to Mr. Levant, then, is simple: Self-acceptance, of course.
Didn’t Oscar Levant know that?
I’m sure he did. Or, at least he heard it in his life; probably more than once, at that. Haven’t we all? But his joke, with it’s bitter, even sardonic undertone, is that in spite of knowing how we should react, or could react, we react as we do — reflexively; instinctively. Even the most educated, most “cultured” among us. We read all the words of science and philosophy, all the quotations and self-help literature; “all of F. Scott Fitzgerald’s books,” as Dylan said. We earn our college degrees and professional certifications. Yet, sooner or later, we find ourselves wrestling with our own self-worth, as Yakov wrestled with G-d’s angel.
So, that’s it? All that Torah can give us is one more quotation to memorize? Don’t we have enough quotations? Didn’t Oscar Levant? Do they even do any good?
Torah isn’t “a book of quotations” to be memorized. At heart, it’s directions that are meant to be put into practice — like the words of a culinary recipe. “Learning Torah” doesn’t mean the intellectual part of it alone — although that’s involved, to be sure.
“Learning Torah” means the same thing as does “learning piano” — it means, learning to do it, not only to know about it. It’s a doing that can also involve a change in thinking.
With that in mind, if we now go back to ben Zoma in Avot, we see that he’s teaching us: Learn to be happy in your “lot;” learn to change your thinking from dissatisfaction to acceptance. In Cognitive Behavioral Therapy, this is done by saying specific, positive (or at least, less negative) things to our-selves, and developing it as a habit until it becomes “second nature” to us.  To be truly effective, it requires the same practice, repetition and reinforcement as does developing any skill — piano-playing, for example.
Torah overlaps this method, but always with the underlying idea: G-d is in charge of everything — of nature, of health, of economics and finances; of our success or failure — and does all for the Good. To “learn this” means, among other things, to look at an event in our lives — a financial or personal problem, for example — examine our spontaneous, habitual reaction to it (fear; anger; worry; etc.) and re-frame our view of it by considering it from the possibility that G-d is in charge of all, for the Good. We don’t have to “believe” it, at first. Just consider it. Then, ask ourselves: What change does doing it make in the way we view the event? What change does it make in how we feel? Is there any benefit for us, to consider this “possibility?” Are we absolutely, 100% sure that it’s not possible or accurate? And so on. Gradually, our thinking changes. We come to “believe” it in our hearts, without effort, and can invoke our belief whenever needed.
At first, we wrestle with this idea. It even repulses some of us. But properly applied — when we’ve learned to tell ourselves that G-d is managing all things with greater Goodness and Wisdom than we can begin to conceive — it can become the basis and source of an inner peace that will help carry you through any event, “happy in your lot.” It would have eased the pain that Oscar Levant wittily describes.
Learning to apply it is an example of the truer, deeper meaning of “learning Torah” — one phase of which is learning Pirkei Avot.