Laudator Temporis Acti

Herodotus (1.13-15) mentions that the Lydian king Gyges consulted the oracle of Apollo at Delphi, but doesn't relate a story found in some later authors.

Valerius Maximus 7.1.2:

Gyges was puffed up in spirit because his kingdom of Lydia abounded in military might and riches. He went to ask Pythian Apollo if any mortal was happier than he. The god, in an utterance sent forth from his shrine's hidden cave, pronounced Aglaus of Psophis happier. Aglaus was the poorest of the Arcadians. Now rather old, he had never left the boundaries of his little farm, satisfied with the produce of his small country spot. But in fact Apollo through the wisdom of his oracle covered the goal of a happy life in clear outline. Wherefore in answer to one who was arrogantly bragging about the splendor of his own good fortune, the god replied that he preferred a cottage cheerful in safety to a court sad with cares and worries, a few clods of earth without anxiety to Lydia's fertile fields full of fear, a yoke or two of oxen easy to maintain to an army and weapons and a cavalry burdensome with boundless expenses, a tiny barn sufficient for one's needs but not excessively envied by anyone to treasure chests exposed to the ambushes and desires of all. Thus Gyges, while he wanted to have the god as a supporter of his own empty opinion, learned where well-founded and genuine happiness was to be found.

cum enim Gyges regno Lydiae armis et divitiis abundantissimo inflatus animo Apollinem Pythium sciscitatum venisset an aliquis mortalium se esset felicior, deus ex abdito sacrarii specu voce missa Aglaum Psophidium ei praetulit. is erat Arcadum pauperrimus, sed aetate iam senior terminos agelli sui numquam excesserat, paruuli ruris fructibus contentus. verum profecto beatae vitae finem Apollo non adumbratum oraculi sagacitate conplexus est. quocirca insolenter fulgore fortunae suae glorianti respondit magis se probare securitate ridens tugurium quam tristem curis et sollicitudinibus aulam, paucasque glebas pavoris expertes quam pinguissima Lydiae arva metu referta, et unum aut alterum iugum boum facilis tutelae quam exercitus et arma et equitatum voracibus inpensis onerosum, et usus necessarii horreolum nulli nimis adpetendum quam thesauros omnium insidiis et cupiditatibus expositos. ita Gyges, dum adstipulatorem vanae opinionis deum habere concupiscit, ubinam solida et sincera esset felicitas didicit.

Pliny the Elder, Natural History 7.46.151 (tr. John Bostock and H.T. Riley):

In reference to this point, two oracles of Delphi may come under our consideration, which would appear to have been pronounced as though in order to chastise the vanity of man. These oracles were the following: by the first, Pedius was pronounced to be the most happy of men, who had just before fallen in defence of his country. On the second occasion, when it had been consulted by Gyges, at that time the most powerful king in the world, it declared that Aglaus of Psophis was a more happy man than himself. This Aglaus was an old man, who lived in a poor petty nook of Arcadia, and cultivated a small farm, though quite sufficient for the supply of his yearly wants; he had never so much as left it, and, as was quite evident from his mode of living, his desires being of the most limited kind, he had experienced but an extremely small share of the miseries of life.

subeunt in hac reputatione Delphica oracula velut ad castigandam hominum vanitatem ab deo emissa. duo sunt haec: Pedium felicissimum, qui pro patria proxime occubuisset; iterum a Gyge rege tunc amplissimo terrarum consulti: Aglaum Psophidium esse feliciorem. senior hic in angustissimo Arcadiae angulo parvum, sed annuis victibus large sufficiens praedium colebat, numquam ex eo egressus atque, ut e vitae genere manifestum est, minima cupidine minimum in vita mali expertus.

Pausanias 8.24.13-14 (tr. Peter Levi) makes Aglaus contemporary with Croesus, not Gyges, and casts doubt on the whole tale:

I did not really believe the story I heard at Psophis about Aglaos, a Psophidian contemporary with Kroisos of Lydia, that he was truly happy throughout his entire life. One may have smaller troubles to put up with than one's contemporaries, just as one ship may suffer less than another from bad weather, but it is absolutely impossible to find a man permanently untouched by tragedy or a ship that always has a prosperous wind.

The story reminds me of another told about King Croesus of Lydia, who asked the Athenian Solon who was the happiest man he had ever seen. Croesus expected Solon to answer, "You are, o King," but instead Solon named first Tellus, who died in battle defending Athens, and second Cleobis and Biton, who pulled their mother in an ox-cart to a festival in honor of Hera and were rewarded by the goddess with a painless death as they slept in her temple. Herodotus tells the story of Croesus and Solon at 1.30-33.