It can be hard. I have been where you are and offer my utmost sympathy. If you would like to know the secrets that I used to escape (and continue to use so that I may stay happy), pm me.
Eventually I just got so sick of shit that I took a scientific approach to my life, observing all possible reasons (at least from my life/environment) that I could come up with for happiness and unhappiness.
After a while of studying them and then deliberately taking the time to form new habits that supported happiness in EVERY way that I could think, things got a lot better. Still improving, but boy do I feel better now than I did in the dark times.
Sadness can take quite a toll, but ultimately it can be a valuable experience (generally hard to see it that way until you're out).