I used to ignore sadness and treat it as something bad and something I must avoid. But when that didn't work I changed my perspective on it (sure, it sounds like no big deal now, but that sentence was years and years in the making).
Now, when I get sad, I look for a reason behind it. And I do it by talking about it. I'm fortunate enough to have people around me who would listen to me blabbering about my stuff until I figure it out. And then, not only can I learn from it, but I can also move on.