One of the biggest misleading things people want out of a story is a happy ending- or what they say they want, anyway. Authors go crazy trying to wrap up every little plot thread in a saccharine bow, and it's been the ruin of more than a few good books. Some go too far in the other direction, and that can be worse.
What people actually mean when they say they want a happy ending to a story is that they want something that's appropriate to the narrative, and emotionally satisfying. For example, you could end a story with the main character dying- but if it's after a long happy life, or this is a resolution, or something is accomplished by it, then it works.
(This is not always true for every genre, though. Romances have to end well, or nobody's happy. That's sort of the whole point of that type of story! Everything's beautiful, nothing hurts.)