What does it mean to be sad and lonely

Being sad means your body has entered a mini-clinical state, bringing back grief and usually making you remember past traumas for no existential reason. Sadness can drive you to feeling alone - not isolated, but alone with your inner thoughts. Your interior feeling cold, and like no one is there to put their hand out and help you become warm again. Sadness can drive you to loneliness, and loneliness can lead you to depression. Depression inverts your brain waves and makes you feel useless, no-good, nothing useful, just a joke.  

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