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Talk to a friend. Go out and socialize. Spend time with a pet. Focus on others.

Article:
A major factor in happiness is social contact and support. Talking to a friend about your sadness or the situation that has caused your sadness can help lessen the pain because you will know that someone cares about you and your feelings. Talking out loud can also help you "air out" your emotions and clarify exactly what you are feeling because it requires you put those feelings into words. Your sadness is no longer abstract, but becomes real, something that can be named and discussed, through its articulation in words.  Research has shown that people who experience major life stresses, such as the loss of a partner or job, come out the other side of the ordeal more easily if they have a network of friends and family on whom they can draw and rely.  You may also learn something from talking to a friend. For example, maybe your friend has experienced similar feelings or a similar situation and can offer you support and advice. Alternatively, your friend may be able to help you look at your situation from a different angle and may be able to suggest methods of coping that you had not yet thought of. If you're going through a break up, for example, maybe your friend reminds you of all of the times you called her complaining about how your boyfriend was inattentive and selfish. In this sense, your friend can help remind you of the reasons why you broke up with your boyfriend when you're stuck being sad about the breakup itself. Friends can also help you feel supported and alleviate the feeling that you are alone. They offer you a place to be heard and understood. In addition, simply talking with a friend may improve your mood since you will likely end up smiling and laughing at some point! See a movie, go for dinner, or head out for a bike ride with friends or family. Along with distracting yourself, social interaction outside will help you get out of your own head for a few hours. Just talking with others - even exchanging menial pleasantries - and a change of scenery can improve your mood. If you're a loner by nature, don't overdo it with the socializing as this might make you more stressed and anxious. Aim for limited, low-key social interaction, like running an errand, grabbing groceries, or getting a pedicure with a friend, rather than a long night of bar-hopping with friends. If you don't feel like being social with other human beings, consider spending time your cuddly pet! Cuddling or petting a favorite animal can help improve your sad mood by meeting the basic human need of connection and closeness. Research has shown that spending time with dogs increases the concentration of endorphins, chemicals that interact with the receptors in your brain to trigger positive feelings and improve your mood. Additionally, animals are particularly adept at sensing our moods through our body movements and tone of voice, so they are often “in-tune” with how we are feeling. Giving your time and energy to help others will not only help you stay busy, but will also give you a sense of reward and purpose, making you feel better about yourself and your situation.  Find a volunteer activity that you're passionate about such as helping out at a homeless shelter or food kitchen, caring for or walking stray dogs, or volunteering at a senior's home.  Even doing something small for someone else, like letting someone go ahead of you in the line at the grocery store, can make you feel better. Acts of kindness increase your sense of well-being because they are concrete things that you can do, and not just think.