So we've been together just over a year and, while we have fought occasionally, we were perfect together. One night we went out and acted like how we always have -- holding hands and all that jazz... she looked at me smiling at one point and told me how much she loved me. The next day she wanted to talk and said she's not happy and doesn't know why. I asked if it was about me or us and she said no. She said she needs to get her life sorted out and that she didn't feel like an adult (we're both almost 30).
We left it on that and a few days go by and we ended up going home together and cuddled all night. The next morning she says that she feels like she's screwing with me and it's not fair.
Should I just give up? I know she loves me and I know she's happier with me than without... I just don't know what to do

If she is not happy and tells you so, believe her.
There is noting you can do but give her up.