= Ich habe auf diese Art (und Weise) Glück.
Glück haben = be lucky
glücklich sein = be happy
...and "I'm happy this way / the way it is" would more likely be "ich bin glücklich so" (instead of "ich bin so glücklich").
When I read "Ich bin so glücklich", I definitely assume that person means "I am so happy", because while "I'm happy the way it is" wouldn't be wrong, it would be an unusual way to phrase it.
It essentially always means "happy".
"lucky" is usually described as "having luck", i.e. Glück haben.
"You were lucky" = Du hast Glück gehabt