For most of my life I have distracted myself from things that are sad. It's much easier for me to be angry, or feel guilty, or tell myself it's not worth being sad about. That's one of the things I learned from talking to a therapist. My therapist doesn't take it personally if I feel sad. Most of the time, she'd nod her head and say something like, "Of course you're sad! Life should not be this way!"
The problem with sadness, for me, is that there is nothing to do about it. It just is. And it hurts. The only thing to do is feel it, say it, complain to God about it, expect it will end sometime, and wait.