It's definitely alright to be sad, but if you hurt others just because you yourself are sad, it's not alright.
It's alright to self-pity, but if you compare to others and say that they're so much luckier than you even though you don't know a thing about others, it's not alright.
It's alright to whine, to cry, to emo, but it's not alright to let your sadness kill you.

Sadness can be controlled. The first step is to commit.