I think it could be possible to be addicted to sadness. Perhaps certain people actually might, in some way, feel better when they are sad. It's like sad feelings/emotions bring comfort to these types of people who probably feel more at ease processing sad emotions than those of happiness. I heard a quote from an actor once (can't think of who it was at the moment) which was this: "It seems easier to make a sad drama bringing the viewers to tears than to make a happy, fun comedy arousing laughter, because just under the surface, most people are closer to sadness than to happiness." There might be something to this. I think the best advice you could receive is to get with your therapist and have him or her help you find out why you might be more connected to your sad emotions than to your happy ones. After any discoveries are made, maybe you and your therapist can put together an action plan to help you beyond these feelings.