so first of all lets define sadness and loneliness in proper term . so full form of SAD ( SEASONAL AFFECTIVE DISORDER )is a type of depression that comes and goes along with season .we all feel sad when our mind and heart is totally tired by constant overthinking and analyzing every situation.
feeling sad is normal feeling when you try hard to win something but you don't and things don 't go as per your plan you get the feeling of sadness ,which add ups to feeling low.
but when you feel sad and lonely constantly, it may add up to anxiety overthinking and you may also get social anxiety friends all i want to say is its OK to feel sad but don't allow the sadness to overpower your thoughts and mind in to making you negative person .
the reason for sadness might be
- fake friends
-broken relationship
- not feeling fulfilled with choices
-missing your near one
-wanting something but you don't get it
-not happy with the current situation
-unhealthy habits

so let me tell you making yourself happy is a constant work .there is no magic in it.
some people have fame power money everything but still they don't feel happy . so the point is you should accept yourself first ,and let go the anger and try to forget the past. live life has it comes .
small things to do when you feel sad ..
1 write down your thoughts .
2 watch your old pics and tell yourself you will do this things positive self talk thing
3 smile when you wake up start your day with a hope of your bright future .meditation yes daily 10 min even 5 min just sit calm don 't try to control your thoughts just observe them.
4 go to counselor if you have this feel more than 2 months
5 play with animals
6 eat your favorite food
7 don 't spend too much time on social media . you will see and than you will start comparing don 't see your ex or the rivals
8 give time some time . don't be demanding on god universe gives to those who wait. when you see some one has something just say i will also have this some day . happiness is hidden small things .
7 don 't dwell in past .when some bad memories come in your mind or you get weird feeling start music and just tell this words this are just thought they will not come true i need some time i will be fine
8 do what you love and love what you do