It depends on what kind of sadness it is.o: Like, if it's mourning, I don't really do anything. I don't get much sleep, I don't really talk, or eat, or pay attention, I just.. go on until something happens that lifts my spirits.
If it's like, relationship/love stuff, I listen to music that makes me even more sad, then switch to the kind of 'revenge' music. Haha.
If it family stuff, I keep away in my room and draw, write, listen to music, or just lay on my bed for a while.