I think we all have sadness in our lives, about one thing or another (or many things). As we get older, it can build up. I've never found the phrase 'time heals all wounds' to be accurate -- time helps those wounds to have softer edges, and allows those wounds to be incorporated into who we are -- time allows God to use those wounds for His greater purposes. But they never really go away. Not for me, anyway.
Sometimes grief and sadness are easy to set aside amidst the joy of the holiday season. Other times, the joy makes it feel more intense ... all the beautiful music and illustrations of what "should" be, makes "what is" harder to bear, in contrast.
In the midst of one of my darkest seasons, I came to hear about something called a Blue Christmas service. Typically held on the darkest day of the year (around December 20th), Blue Christmas services make space for us to lament and give room to our sadness. Because, after all, Jesus came to rescue us from an imperfect world, not a perfect one. He never expected us to pretend all is Bliss down here. Giving our sadness to God, rather than trying to ignore it, is a beautiful practice. Since that year, I have found giving myself a period of time to lament, gives me a greater capability to experience the Joy of Jesus's birthday. The years where my church doesn't do a service, I do one for myself.
From some research, I have gathered there are various ways to do this, but my favourite revolves around the advent themes of hope, peace, joy, and love, and the tradition of lighting candles. I love how this blog post describes that option:
https://melindacousins.com/2018/12/22/blue-christmas-lament-and-hope/