After living with chronic depression all my life and finally being healed by God in 2001, I've learned one thing about sadness/melancholy. Let it be what it is. Don't try to be brave by denying it or trying to hide it behind spirituality. The bravest, (and healthiest) thing you can do is to acknowledge it. Then give it a little while to run its course. Pay attention though, because you will feel when it's time to get up and get moving, and when you feel that...GET UP AND GET MOVING.
Sadness is normal and a part of life. Some levels of depression are also normal depending on the situation, but after awhile it's time to get moving again. David describes some depression in the Psalms but if you notice, by the end of each of those Psalms he's giving some kind of praise to God, no matter how much agony he was in at the beginning.
Since my healing in this area I've learned to manage my emotions instead of allowing them to drag me around on a leash, or allowing the enemy to bully me emotionally. I've learned to stay away from as much decision making as possible while I'm in any emotional state. It's best for me not to try and make small talk during these times because the sadness, (or whatever emotion) has a way of bleeding into your conversation. I cry when I need to, and then I wipe my tears and move forward. It's also good to follow the example of David in the Psalms and SAY SOMETHING TO GOD about how you feel and about how you TRUST HIM. Then move forward.
This is an area that I've never heard much teaching on to singles who desire a mate. For the most part if it's mentioned it's more of a warning to make sure the person you're about to marry isn't crazy. Though it's true that you should get to know as much as possible about the person in every area possible, it's just as important to learn to get a handle on your own emotions so that you won't appear to be crazy to the person you're hoping to spend your life with. Stabilizing yourself emotionally will come in handy, before and after marriage. (Please try and get some control over yourself before someone comes into your life!) While waiting on God to manifest what He has promised in any area, relationship or otherwise, it's important to train yourself to not fly off the handle emotionally or live in emotional extremes, when things are not going as you desire at the moment. Being that way makes you a nightmare to live with and the other person is clueless as to what you need, or want. It's really simple though. What you want is to have your way, and what you need is to control yourself emotionally.
For a long time I was so out of control emotionally I would find myself getting a major attitude with the only One who could help me and the One who loved me most! In my emotional upheavals I would accuse Him of being unfair, unfaithful, or abandoning me. I learned through my walk with Him and Him speaking to me and teaching me that if I did that to Him, I would do even more to the man who I would say I loved. When the Lord pointed that out to me, it made me realize that I wasn't quite in a position to be a wife just yet. I needed to get a handle on my feelings and how I was being controlled by them. Having that attitude toward God would only set me up to have unrealistic expectations of what man should be able to come into my life and do for me.
I understand that some people actually do suffer from emotional and mental illness. Remember I said in the beginning that I lived with chronic depression all of my life until 2001. I was diagnosed by a psychiatrist, and prescribed an antidepressant, and it was in that time that God laid upon my heart very strongly that He wanted to HEAL me. When the medication gave me dizzy spells it was all the confirmation I needed that I was hearing God correctly and I stopped the medication. But since my healing I have had to learn to recognize, acknowledge, and control my emotions, especially the ones associated with sadness. For someone else the area of concern may be anger, or guilt, or fear. Whatever it is, if you want to be emotionally mature enough for companionship, you're going to need to learn to manage and control those emotions. You're going to have to overcome being overcome by how you feel in your emotions. This is actually desperately needed with or without a mate because if you don't learn to control yourself emotionally you will continue to have temper tantrums against God when things aren't going your way.