I feel really sad sometimes and just want to cry. I don't know what to do?

Talk to therapist... These symptoms spell depression, although u would need a few more symptoms to formally qualify for the diagnosis (sleep or appetite disturbance, lack of interest, sense of worthlessness, to name a few). However, even if the few symptoms u named are all there is, I recommend u talk to a therapist and explore more in depth what is going on emotionally, etc. Medication may or may not be needed...