Definition: Affected or characterized by sorrow or unhappiness.
That's the definition, but I would modify it to add that it is usually associated with loss of some sort, even if it is just a "sad movie".
It is a reaction to protect oneself from: Loss, actual or perceived (even anticipated)
Its function: To have us slow down, withdraw to some extent, seek quiet time for reflecting on a loss - so that we can "process" it, learn from it, adjust to it, handle it.
Physical sensations: Heaviness; if not related to a person, from a regret point of view: also numb, no energy to move (can move, but this is just the "feeling" projection about the actual body sensation.
How it is misused and/or abused: We set unrealistic expectations of who we must be, how we must be seen by others, and how much we need. As a result, we experience a "made up" loss, which is a belief that causes the emotion called 'sadness.' (The emotion is always legitimate, but the cause can be illegitimate.)
Certainly it is appropriate to feel sad and to "process" and adjust to the new situation when someone you were close to passes away. But only for a reasonable period of time.
It is not appropriate to feel sad for a period of time for anything else, though most of us humans do.
It's not a question of us being "bad" for getting stuck in sadness, but it is instead a matter of taking the sadness time to reflect and finish the processing as soon as we can, so that we can get on with life and feel better.
FOR HOW LONG? WHAT IS IT BASED ON?
People who feel sad past a quick feeling, except as noted above, have an attitude of helplessness at replacing the lost one or the dependency on that person (or on a situation). The sadness turns into a lamenting that there is no one there for oneself (or that the favorable situation is gone forever).
If one is self-sufficient, then one does not feel sad beyond a fairly short period of time, as there is no dependency loss.
I remember when Yongey Mingyur Rinpoche, the young monk and the author of a book I highly recommend The Joy Of Living, spoke, speaking of how sad he felt at the passing of his mother. The other monks were very supportive of him, in his processing of the sadness and his experience. In two days he finished it - and was happily appreciating the memory of his mother.
WE PILE ON MORE OF IT...
While sadness is useful, we have 'learned' (or been trained) to overreact, to assess a negative meaning to being sad. Instead, we could simply accept being sad and process what we need to process and move on - without adding a suffering phase to it. (See Getting Rid Of Suffering - Second Darts.) If we were simply 'patient', allowing ourselves the time we know is needed to do the processing, then life would be much easier, without the extra struggle we add to this very natural process.
LOSS VS. HAVINGNESS
We create artificial, unrealistic expectations of who we should be, of approval that we must have, of love we must have, of things we must have - and everything short of that becomes a cause for sadness (or disappointment, kind of a kindred soul to sadness).
In this mode, we look at life from an artificial point of view of "what's missing" rather than what we have. At any one time, we are "lacking" millions of things, but that is, realistically, a big 'so what!?!"
All that matters is that we have "enough", plus a whole abundance of bonuses. We are safe, we are 'ok', there is enough...
You must, if you are to achieve true happiness, understand and see this. See the Gratitude section, as gratitude is an essential ingredient for happiness, being sure to read What I Have, For Sure, as a perspective piece to see the overall picture on how much we actually do have.
OUR MISPERCEPTION OF 'FAILURE'
Failure, in a sense, at least in our minds, is a loss of sorts. In that case we have to spend time to assess ('process') what happened and to figure out what to do the next time, so that we would avoid this "threat" to our 'survival'.
We are often paranoid about making mistakes, imagining all sorts of consequences that are totally unrealistic in terms often of the content but also the impact.
Be sure to understand this are and to no longer create suffering around it: Mistakes, Failures, And Defeats - Acceptable, Necessary And Workable You must also construct your foundation of certainty and safety, which is discussed as one of the key necessities to leave a good life, where we can risk "the small stuff" and be secure in the "big stuff."
It is "of the essence" in life to systematically and expeditiously (as soon as possible) clear up emotional issues!