What would you expect of someone named Happy Day? If their nickname was Happy, I’d expect them to be either very upbeat or just the opposite. Did someone give them the name because they were indeed happy, or because they never were?
Native people tend to give names as earned, so I’m thinking that Happy Day, was indeed, quite Happy.
Edward “Happy” Day is buried in the Indian Cemetery in Athens, Calhoun Co, Michigan. His name, including his nickname, “Happy”, is inscribed on his tombstone. We can find it today, compliments of www.findagrave.com.
Native Heritage Project 
Did you also know that in many of the Indian cultures, as the youngster matured, their name would change with their attributes. If they were a brave hunter, or a skillful seamstress or comprehended medicinal herbs etc. Another would be a fast runner, or slow mover etc these all were applied to when a youth did the right of passage type event. Rarely but sometimes the name changed in later life also.