Is there anything you can do to avoid the feeling of sadness? Is that impossible to try?

DEPRESSION. Get an evaluation from a psychiatrist to help identify what depression means to you and whatever else may be bothering you. Consider recommendations for medication if any are given. Get a referral for a reputable psychotherapist to speak with. Meds and therapy combined are most optimal; no just one or the other.
Breathe in, look up. I think it would be hard to live in this world and not be sad on occasion. So much loss, pain, heartache. So many people struggling. So much uncertainty. The key to emotion is to experience it and move through it, energy in motion as it were. When you're feeling down, breathe into it, feel it, then look up, around, count your blessings. Don't focus on what can't be done, do what you can do.