I'm constantly sad. What can I do?

See your doctor. Constantly feeling sad is one symptom of depression. You should be evaluated by your primary care physician or psychiatrist for proper diagnosis and treatment. Other symptoms of depression include lack of interest in activities you previously enjoyed, changes in sleep, difficulty concentrating, feeling guilty/worthless, suicidal thoughts, and lack of motivation and energy.
Seek help. I would recommend a psychiatric evaluation to assess the degree of sadness and the treatment thereof.
Depression. Obtain consultation for evaluation and treatment of depression.