One's entering procession in state of great happiness (8)
I believe the answer is:
paradise
'state of great happiness' is the definition.
'paradise' can be an answer for 'happiness' (I've seen this before). I am unsure of the 'state of great' bit.
'one's entering procession' is the wordplay.
'one's' becomes 'i's' (Roman numeral).
'entering' indicates putting letters inside.
'procession' becomes 'parade' (parade is a kind of procession).
'is' inserted into 'parade' is 'PARADISE'.
'in' is the link.
Can you help me to learn more?
(Other definitions for paradise that I've seen before include "Heaven; Eden" , "Utopia" , "park" , "a state of bliss" , "one enjoyed before the fall" .)