Depression
It is important to distinguish between being sad, grieving and suffering from a depressive disease. Everyone has felt sad at some point. Your existence then seems sad and insurmountable and the future looks hopeless. It's natural to feel sad and melancholy when you experience adversity and loss like for instance in the case of an unhappy love affair, unemployment or bereavement.
But when you are "naturally" sad, you don't come to a complete stop. You are able to take part in activities even though "your heart isn't in it". And when something good happens, you can still feel happy about it.
To be naturally sad is therefore not a disease. Sadness and bad moods will pass. Even if you are experiencing serious grief, it will affect you less with time. But perhaps your grief will never completely go away. You can do something yourself to help, and support from your family and friends will also help you. For you need to be with others and speak with other about your problems, in order to get better.