Being higher agency does not necessarily make a person happier. Avoid the temptation to conflate the two.
With that said, I think a person in this situation would derive value from analyzing the difference in their experience between situations where they demonstrate agency vs situations where someone else might demonstrate agency but they don't. What's going on in their worldview where they experience certain situations as offering a choice where others don't? Noticing opportunities to display agency is the first step.
One framing that might help build this skill in a low-stakes way would be making a game of pointing out things that you or he could do, but choose not to for a reason. I could go to the park instead of to work, but I choose not to because I value my career. I could kick that puppy, but I choose not to because I don't want to hurt it. Then eventually you scale this toward his actual goals -- "I could apply for that job, but I choose not to because..."
Basically build the habit of looking at choices as the stimulus which elicits a predictable response from the world, and events that happen to one as resulting in part from one's own choices.
How do you feel that you learned the skill that you're trying to teach?
This framing of "I could do X but I choose not to because ..." is very useful. I appreciate it.
I'd hesitate to say I've "learned" to be high-agency (certainly there are tons of people in my daily life who are 10x more agentic than me) -- I'd say the feeling is something like "If I want something, I can make a strong attempt at getting it."
I have just the vague idea that talking to intelligent friends can be insanely helpful at this kind of tasks.
Sure sounds like me...
Sometimes, it helps to have read HPMOR and to ask, "What would HPMOR!Harry do?" Maybe he would step away from the problem for a moment, learn something new that might help him, and then get back to work. Maybe he would think about his actual goal, think about what tools he has available, silence the part of him that says to be afraid of bad ideas, and just try to use those tools to fulfill that goal. (Something something twelfth virtue?)
I have a good friend who is intelligent in many ways, but bad at planning / achieving his goals / being medium+ agency. He's very habit and routine driven, which means his baseline quality of life is high but he's bad at, e.g, breakdown an abstract and complex problem statement like "get a job that pays +100K and has more interesting co-workers" into a series of concrete steps like {figure out what the meta-game is in job hunting, find the best jobs, learn skills that are optimized for getting the type of job you want, etc.}
We have mutually agreed he'd like to get better at this skill, and so I'm trying to help him out.
Are there good books / practices / coaches / literally anything he can do to improve this skill? A simple and obvious thing would be for him to make a bunch of plans and execute them, but I'm also looking for supplementary material.
A meta-note here is that taking this type of action (posting on LW to hopefully improve an abstract skill like "getting better at planning") is the exact skill he needs to improve.