When it comes to depression it's tough to remember that sometimes sadness is good for you. Medications can make you feel numb and unresponsive to the world around you but sadness is a normal emotion evoked as part of a healthy mind. The difficulty comes when the sadness becomes overwhelming.
You Need Sad
Being sad teaches us to cope. It allows us to process what's going on and sometimes take a needed step back. Happiness is a signal our brains give us when everything is good and it means we can continue as we are, when our brains signal a negative, it's a moment to pause and be alert. Negative emotions make us more focused and are actually better for processing information. Studies have shown that subconsciously this is something our brain knows which is why we often feel lowered mood when we're getting ready for an anxious situation.
Sad Is Useful
Studies have shown sadness improves your judgement, memory, and improves your motivation. A sad mood can often be the catalyst to push you to engage more with other people and do more things to stop yourself from feeling sad. This is also linked to greater perseverance as people don't wish to remain sad so they will try harder on actions that are aimed at improving their mood. Being sad can also have a physical effect on the body. It seems ironic that someone might actually want to force being sad so that they perform better but these are automatically signaled in the brain.
All moods have a purpose, even the ones that we dislike. There's a cultural need to be happy at the moment which is very artificial and there's some debate about whether this will be seen as damaging as the years go on. Humans have more than just happiness as an emotion and by making those who feel other emotions such as being sad feel they are not normal is unfair and unrealistic. Sadness and even depressive thoughts are normal in their correct context as a coping method.
Being sad does not mean you aren't coping, it means you're coping in a healthy way as long as it's only for a reasonable amount of time. It allows you to think, process and find the best way to move on from the sadness so you can be positive again. The important part is a healthy boundary to know that this is temporary and know when it's time to seek help. If your low mood isn't lifting then being sad may actually be depression, especially if it's interrupting your normal day. Mild depression can be hard to diagnose which is why you may want to consider professional help. There's nothing shameful about seeking help, healthy emotions should change and if you're feeling stuck then the faster you recognize the risk the less likely you are to continue a spiral down into severe depression.
You should allow yourself to be sad, but not as much as letting it get in the way of living. The ability to experience and recognize sadness is good and should be encouraged because it shows empathy and humanity. Even if your sadness feels overwhelming right now try and embrace it as a temporary thing and part of who you are. Being sad isn't weak, it's natural, even healthy, and at times it's even necessary if you want to experience everything in life.