这句话得结合上下文来理解（如果有的话）。大概意思就是：你告诉我一个幸福的失败者的故事，我将告诉你什么是真正的失败

It's kind of philosophical. I can only guess that a real failure comes when you're happy that you have lost something. I don't know. I may be wrong. It must be a quotation from somewhere. Needs to be put in context.