Nothing wrong with "feeling" sad, everybody does at some point for different reasons. There are plenty of things that make me feel really sad, for example.

However, you have to be careful not to "become" sad, and let sadness take over your life. Sadness is one of the ingredients of life's "spices". You put too much salt on your food, it becomes inedible. You let too much sadness into your life, it becomes unbearable.

That's my take on it.