Melancholy is not bad. Happy is not bad. Frustrated or anxious is not bad. Emotions themselves are neither bad nor good, they simply are.
I've been pretty harsh with myself for my melancholy nature these past couple weeks. Not that anything has been seriously wrong, I've just been in transition and trying to find my footing. Pockets of excitement and joy burst through often, even moments where I feel perfectly content; but I've been simply trying to wade through this transitory phase of quitting my job and finding employment on my own.
Now, it's important to distinguish a feeling from who I am. I may feel sad at times, but I am not sadness. I may feel anxious, but I am not my anxiety. My low mood does not dictate who I am and what I am capable of, but it is important to be aware of my emotional state for my own health and my interactions with others.
During these times of lowness, I remind myself that this is a phase. This is a moment in life that is passing. Even when we look at the Gospels, we see that Mary, Mother of God was "filled with anxiety" when she lost Jesus for 3 days. We see Christ himself being moved with compassion for a wayward crowd trying to follow him. He is even seen weeping at Lazarus' tomb. They each felt emotion because of their existence in humanity. It is part of our nature to feel and we should never shy from emotion.
The most important thing for me is to allow myself to feel whatever emotion comes my way, to acknowledge it, and to allow it to pass. Emotions are not bad, but holding them for too long is unhealthy.
All in all, allow yourself to feel. Joy, pain, sorrow, anxiety, misery: it's all part of the human experience. We are only on this earth for so long - allow yourself to experience every part of this life to the full.