Dimmesdale's believes his dream of happiness is to live with Hester and Pearl, as a family. He leaves the forest in a euphoric state, as if an a cloud. He decides that going to Europe, living with his little family in a civilized area - as opposed to living in the forest and coverting natives - is the perfect dream.
However, what is really making Dimmesdale happy isn't so much the idea of living with Hester and Pearl, it is the idea of living away from the community. Dimmesdale is desparate to escape his own trap of moral leadership and responsibility, and the guilt he feels by having betrayed that leadership and kept it a secret. The idea of freedom and escape is so exciting to him that in his trip back through the town he imagines acting badly towards all the parishioners he sees. He wants to rebel from his role - that is his secret dream of happiness.