First, for happiness which is a moral feeling.
.... happiness or thrill? or entertainment?... I think happiness is not the most appropriate word :)
In this essay I will explain more details to support my opinion.
This sentence does not provide much value to your essay. The reader expects you to do this.
To begin with, some people see dangerous activities as an art. Practicing such activity for the sake of itself brings joy and happiness, therefore, when some people do something, most likely a dangerous sport or an activity, they feel extreme happiness. In other words ecstasy. That is why they put their lives at high stakes to finally feel happiness.
You should provide specific examples in the body paragraphs in order to support your reasons that you use to justify your opinion. I don't find such specific examples in this paragraph.