It's completely normal to feel sad and it is a healthy and normal emotion. Sadness can be a normal reaction to life stress such as ending a relationship, losing a loved one, getting fired. However, sometimes that sadness can last for days, become more severe and can include feelings of isolation, lonliness, fatigue, irritability, suicidal thoughts, change in appetite or sleep. Depression is different from anxiety, but they can occur together.
Treatment for depression involves challenging specific ways of thinking that might be making the depression worse. Depression can make things more challenging and tiring to do. However, this creates a cycle of not engaging in things that you have enjoyed in the past, not reaching out to friends or family, which in turn creates a more negative feedback loop. To break this cycle, treatment includes a CBT technique called behavioral activation. This is designed to have you increase your contact with positive and rewarding experiences that are aligned with goals and values of the life you want to live.