I’m one year into state service, grade 14, tier 6, 32 years old. Is it worth staying or should I look elsewhere?

I do not enjoy my job and it is negatively affecting my quality of life outside of work. I mostly want to stay because I’ve heard working for the state gives you a good pension and retirement, but I’m also seeing that may not be the case as much anymore. I don’t know if I should look for a transfer within the state or look on indeed at what else is out there in general. Any thoughts/advice with looking to wanting to retire one day?