Feeling sad is a common condition. It is something we all go through as we experience our lives. That being said, continual sadness is not normal. I encourage you to talk to your primary doctor
Firstly, what causes some people to have depression
or other "mood disorders" is not well understood. We do know that there are likely chemical changes in the brain that predispose to this. That is why anti-depressant medications work--they alter the brain chemistry is only slightly (increasing levels of serotonin and / or norepinephrine). Genetics are important in this brain chemistry.
There are specific definitions that the psychiatric community has made for depression and other mood disorders. If you feel like you do not meet the criteria for depression, you may meet the criteria for other mood disorders. Talk to your doctor about those criteria. One to consider is known as dysthymia. Dysthymia is a chronic disorder---essentially it is not severe as depression but is more chornic than specific episodes of depression. By definition, the feelings must last more than two years to make the diagnosis. Making the diagnosis is important as treatment can be helpful.
I STRONGLY encourage you to seek medical help. These disorders can be treated and your quality of life can be drastically improved. Seek medical help emergently if you feel you are a risk to yourself or others.