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There are some days that I feel sad but I cannot find my root cause.
I often question if I am doing something wrong.
Is this a normal thing?
It's not unusual but it's not healthy either. This is a fairly common symptom of depression, trauma and other things. Either way it's probably a sign that your mental state is declining. You should talk to a good friend or seek out a therapist.
Does this happen often? If it's just something that happens once in awhile, I wouldn't be so quick to chalk it up to depression, as it's normal for people to have bad days when their moods are just off.
If it's a frequent thing, it could be a sign of depression, or it could have to do with your attitude or outlook on life. Also, certain medications can cause depression and/or mood swings, so if you're on any, you may want to check the side effects and discuss with your doctor whether you should switch to a different kind or try some other route.
Antidepressants are something I'd only recommend as a last resort, having been put on them and had my life turned into hell by them because they really didn't work for my brain chemistry at all (and I'm certainly not the only one to experience this; there's an alarming rate of people who have had horrible experiences with them). I think there are a lot of things that could be tried first if the person isn't an imminent danger to themselves.