I am not nor have ever been a smoker, so I can't relate exactly on that level. However, I can explain the obvious. Cigarettes contain a lot of different chemicals, and some of them boost your serotonin levels, giving you a calm, pleasurable feeling when you smoke. Your body adjusts to these boosted levels and it becomes a sort of normal for you. When you remove the cigarettes from the equation, your body begins to lack in the serotonin levels and you begin to feel sad, depressed, and generally moody. This is, of course, what I assume is part of the whole withdrawal ordeal smokers go through when they quit.

However, if you keep up not smoking, your body will eventually level out and you'll get some semblance of normalcy. If you feel these thoughts and feelings become too much, or are leading you down a dangerous path, you can always seek the help of a therapist or the like. I understand that quitting cold turkey is hard, but I've read that it's one of the more successful methods of kicking smoking for good.