No one chooses misery willingly, but only by wrong judgment.
 John Locke, An Essay Concerning Human Understanding (1689). copy citation

Context

“Secondly, But because not only present pleasure and pain, but that also which is apt by its efficacy or consequences to bring it upon us at a distance, is a proper object of our desires, and apt to move a creature that has foresight; therefore THINGS ALSO THAT DRAW AFTER THEM PLEASURE AND PAIN, ARE CONSIDERED AS GOOD AND EVIL. 64. No one chooses misery willingly, but only by wrong judgment. The wrong judgment that misleads us, and makes the will often fasten on the worse side, lies in misreporting upon the various comparisons of these. The wrong judgment I am here speaking of is not what one man may think of the determination of another, but what every man himself must confess to be wrong.” source