The sublime feeling has been connected to a feeling of happiness in response to art, but may be more related to an experience of fear. Researchers have shown that feelings of fear induced before looking at artwork results in more sublime feelings in response to those works.
At base art history is about learning to see what you're looking at. Humans make art to communicate meaning to other humans so looking with focus can get you closer to that meaning. Art is an excellent place to sharpen your eyes for life in general: visual literacy is the key to so much these days.