I've been going through the last volume of the American edition of Luther's Works, Table Talk. It's a fascinating collection of brief vignettes recorded by various people who were exposed to Luther over the course of his life. Here are two quotes on joy.
Feb 19, 1533 - I advise you young fellows: Beware of melancholy, for it is forbidden by God because it's so destructive to the body. Our Lord God has commanded us to be cheerful.
Spring, 1533, Luther giving advice on how to help a depressed young man - He ought to think about Christ. You should say to him, 'Christ lives. You have been baptized. God is not a God of sadness, death, etc., but the devil is. Christ is a God of joy, and so the Scriptures often say that we should rejoice, be glad, etc. This is Christ.'
A Christian should and must be a cheerful person. If he isn't, the devil is tempting him. I have sometimes been grievously tempted while bathing in my garden, and then I have sung the hymn, 'Let us now praise Christ.' Otherwise I would have been lost then an there. Accordingly, when you notice that you have some such thoughts, say, 'This isn't Christ.' . . . This is a command of God: 'Rejoice!' I now preach this, and I also write it, but I haven't as yet learned it.
--Table Talk, in LW, 54:75, 96