The quick answer to this question is yes. All of us at various times feel sad, anxious, angry, and other feelings that we often deem unpleasant, negative, or even undesirable. The fact of the matter is that we need to be able to experience these feelings in order to be fully human and functional. If we are unable to experience sadness from time to time it becomes hard to fully appreciate feelings of happiness and joy.  Carl Jung once famously said "Even a happy life cannot be without a measure of darkness, and even the word happy would lose its meaning if it were not balanced by sadness. It is far better to take things as they come along with patience and equanimity". Basically we need to be able to experience so called negative and unplesant feelings  to help us to appreciate other more positive and enjoyable feelings. So called negative or unplesant feelings can also be very useful, as they can help to tell us that something is wrong and that we need to do something about it. Feeling angry when someone has wronged us can help us to stand up for ourselves and if we handle the situation well, it can stop us from being mistreated further. If we feel afraid or anxious it may be a signal that we need to be careful in a sitaution and not throw caution to the wind. Sadness may tell us that we are not living as we should be and not being true to ourselves. Of course if we are feeling miserable, constantly anxious, or often angry then this is a problem and is a good sign that something (or possibly many things) is not wrking well in our life and we need to do something about it. This is of course where psychotherapy can be very useful. Some people unfortunately get upset, impatient with themselves, or even judge themselves harshly simply for having feelings of sadness, anger, anxiety or other negative feelings and what to completly eliminate them. Trying to avoid unplesant feelings and escape them, can of  course can be a problem in itself, as it prevents us from being fully human and enjoying the fullness of life. Being able to accept and tolerate a wide range of emotions is a sign of maturity and good mental health. Psychoanalytic psychotherapy can help with this and allow us to better understand our emotions and come to tolerate them, even possibly learn to enjoy them and get more out of life. Just remember that you are not a robot, but a human being. You do not get to choose your emotions. The alternative to not having all of your feelings, is to feel numb.  In the video below Dr Chris Heath talks about feelings of sadness and how feeling sad can be helpful at times and even necessary.