Take a day cry it all out. Surf the internet, you'll see people who are in sadder and worse situations than yourself. Makes you realize got to get yourself up. Things come and go, people will move on after sad things, even after some people who are no longer there. The only one who can truly care and have the most important and most significant impact on how your life goes is yourself.
Cry. Surf the internet. Hobbies like paint, write, craft, etc., etc. Things that take your mind off the things that make you feel down and let you relax and rethink about the situation and how to proceed about the situation.
Should also note: it depends what kind of sadness you're talking about. Sadness one feels down vs sadness bc life events, love and breakup, etc. - different kinds of sadness may need different kinds of ways to deal with it better.