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Rainn Wilson wanted to find inner happiness. So he got on a plane. Many planes.

The actor, who memorably played scheming, egotistical Dwight Schrute on The Office, has criss-crossed the world to explore how people in different countries find their glee.

The result is Rainn Wilson and the Geography of Bliss, a new Peacock series that follows Wilson looking for some deep answers as he takes in a drag show in Thailand to getting in a boxing ring in Ghana. The show premieres Thursday, in time for Mental Health Awareness Month.

“I wanted it to be a personal voyage of like, ‘Hey, can this make me happier? Can I share my journey? Can I share my story?’ But, at the same time, I wanted it to be something for everyone – you could feel like you’re going on that trip, too.”

Armed with global data on happiness, Rainn visits countries both high and low in happiness, digging into philosophy and history and his own story. He quotes philosopher Friedrich Nietzsche and scrubs elephants.

In Iceland, which is high on the happiness index, he goes skinny-dipping in a cold fjord, plays with adorable lambs, eats ice cream and swallows a bottle of cod liver oil. He asks why cold climates seem to produce happier people and if the Icelandic embrace of being flexible in the face of an ever-changing climate is important to happiness.

“Iceland is a land of contradictions. I’ve never met more individualistic folks than the Icelanders. They’re all so quirky and wonderful and interesting. And at the same time, they really love their collectivity,” he says over Zoom.

“There was this incredible balance in Iceland between radical individuality and personal expression and also really trusting the collective and feeling part of the collective. We haven’t worked this out in America yet.”

The series is based on The Geography of Bliss: One Grump’s Search for the Happiest Places in the World, a book by Eric Weiner, a former NPR international correspondent who admits he was a little nervous when Wilson first came on board.

“He was Dwight from The Office – goofy, funny Dwight. And I thought, ‘Oh, no, really?’ But then I quickly discovered that Rainn Wilson is not Dwight, and I’ve had a chance to get to know him a bit,” says Weiner. “And he is a very thoughtful, very curious, actually very serious guy, the way a lot of comedians and comedic actors are.”

Wilson starts the series by revealing on camera that he comes from unhappy family, has battled depression starting in his teens and has anxiety disorder. It was key for him to acknowledge that to fans and viewers.

“It’s super-important to share your struggle,” he says. “In the current environment and the Instagram-ification of American life, everyone looks happy and well-curated and in awesome locations and coping perfectly. And someone’s at home alone suffering.”

If Iceland is on top, the show also visits Bulgaria, which ranks low on happiness. Wilson explains that the country’s long history of being subjugated – by Ottomans, Nazis and Soviets – has led to mistrust in government and strangers. Perhaps, then, self-expression brings joy and so might trust in the authorities?

“I’m realizing why I feel so at ease in this place,” he says on the show, “I think I’m Bulgarian. I’m a worrier. I’m a pessimist. For as long as I can remember, I’ve walked a constant tightrope in avoidance of bad feelings.”

Wilson joins a crowded field of new celebrity travel hosts, which includes Eugene Levy, Zac Efron, José Andrés, Chris Hemsworth, Will Smith, Stanley Tucci, Macaulay Culkin and Ewan McGregor. But few travel shows have their host dress up like a Viking, drive a tuk-tuk or skateboard in the former Soviet bloc.

“It’s basically philosophy on the road,” says Weiner, who is leading a happiness tour group going to Iceland in October. “The travel is the candy that gets you to the main course of these really big philosophical issues about suffering and happiness and meaning and trust and all these issues that Rainn wrestles with.”

What is the secret to happiness? The show indicates that the answers may not be as complicated as we think it is – and it may include getting very, very cold.

“There’s a set of tools. There is finding community, being of service to others, connecting to nature. Meditation. Gratitude,” Wilson says. “Cold immersion therapy or cold and heat therapy. It’s not rocket science.”

And, appropriately, you might add travel to that list. Wilson this time wasn’t travelling to sit on a beach and sip a coconut cocktail – although there’s nothing wrong with that, he insists – but to learn.

“Travelling to find joy is something that everyone can do. But it does involve getting to know strangers, connecting with them, finding community, learning, getting humble,” he says. “Travel itself can be a great antidote to disconnection and unhappiness.”

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