You did not really give much detail as to why your life is so sad, but if I were you, I would choose happiness over anything else. Usually life happens, and at that very moment we are trying to make ourselves feel happy. There are some circumstances that can just cause us sadness, but no matter what, trying to make yourself happy can help you not get so depressed to the extent of taking decisions that can harm you.
What you can do is make yourself happy. Don't overthink any bad situations that you are passing through now that are making your life sad.