I've come across this notion several times over the years, and I'm trying to obtain a solid historical citation if possible.
One example of this story (by Leo Buscaglia) reads: "Ancient Egyptians believed that upon death they would be asked two questions and their answers would determine whether they could continue their journey in the afterlife. The first question was, 'Did you bring joy?' The second was, 'Did you find joy?'"
I've seen this quoted on a lot of New-Agey websites but as far as I know no such account appears in the Book of the Dead or any of the monuments describing the afterlife.
The judgment of the soul according to the Book of the Dead was concerned solely with one's actions in life, not weather one subjectively was happy. See http://en.wikipedia.org/wiki/Book_of_the_Dead#Judgement.
It's hard to say "x belief was held by Ancient Egyptians" because Ancient Egypt was a civilization that lasted for 3500 years. More time passed between Khufu's pyramid and Cleopatra than between Cleopatra and our own time, so beliefs would have varied very widely over the millenia and would also depend on geographic factors and on foreign influence by prominent cultures (which would have shifted greatly over time also).
So it's not to say that the Book of the Dead's account is authoritative throughout all 30-odd dynasties, but Leo Buscaglia's account appears to be made up as part and parcel of his overall philosophy.