The title of his thread is: “Who should I talk to?” This has been answered in numerous posts. Though perhaps the title should be: “Who COULD I talk to?” since no one should be forced or coerced into an action they’re not comfortable with.And there’s no definitive answer when it comes to mental health.
I want to reinforce looking into an Employee Assistance Program. They tend to be underused, you may not even know you have one.
LOL, nice 
I know it has been answered. And I have friends who I know if I talked to them would support me and offer their shoulder for me to cry on. But I don’t want to bother them because I know they have life worse than me.
I guess it comes down to “Everyone I know who is there for me has it worse than me. I don’t want to make them feel even worse by hearing that sometimes I feel sad. What should I do?”
As an aside, the other day when I posted this thread, I called my sister who is married to a successful businessman with 2 great kids, the only person I know that is better off than me. Just to find out he lost his job last April and she doesn’t know what they are going to do for the future 
How can I burden her with things just because I am sad? It seems wrong to me to burden people with more problems than me.
It sounds like you don’t think you have a right to be sad. Everyone is sad on occasion, you don’t need permission. Everyone has something going on behind the scenes.
I don’t think your sister “burdened” you with her problems by sharing them, any more than you would be “burdening” her by sharing yours.
That’s what you pay professionals to do, listen to what you have to say so you can help yourself.
But how does them listening to me help anything? That’s the part I don’t understand.
It depends on why you are sad.
If you are sad for a specific reason, then talking to close friends and family may help. People who know you well generally have an idea of what combination of words will help you feel better.
If you are experiencing emotional malaise, then a professional might be able to help.
Talk therapy has helped me a whole lot. The friendships I have with people tend to be superficial. I can make people laugh and I can keep them entertained with my madcap ways, but when it comes to baring my soul with them, I can’t do it. So when I’m in my feelings (which doesn’t happen too often), I will schedule a session with my therapist. It’s not so much that I unload on her since she does more talking than I do during the session. It’s just that she will help me pinpoint what thoughts are driving the feelings by asking good questions. She will help me remember the situation that triggered the bad feelings and then help me figure out what thoughts I may have had at that moment. And then once we have the thoughts isolated, she pushes back on them and helps me to see that they are irrational or distortions of reality.
Sometimes she takes a different tack. If I’m having anxious thoughts, she will validate the fear by telling me that the worst case scenario I’m expecting could very well happen. So then we try to come up with a plan just in case it happens. Having a plan takes away some of the fear.
For me, the benefit of talk therapy isn’t just in having a listener. It’s being able to show someone else my authentic self–or something that closely approximates it. I am a bit guarded with my therapist, but I don’t feel like I have to perform. I don’t have to worry about coming across as weird or neurotic. She might laugh at the more ridiculous things I say (which almost always makes me laugh in return), but I don’t have to worry about her saying something like “You don’t have anything to be sad about!” She’s been trained not to say shit like this. And when she does goof up and speak in platitudes, I always feel comfortable telling her she’s not being helpful. I don’t have to worry about her getting upset by that. A friend or family member probably would.
Also, sometimes sadness can’t be fixed by talking about it. Sometimes you just have to distract yourself and ride the wave the best way you can. Like, maybe when you’re sad, you can call your sister and just talk about whatever. Just hearing her voice might cheer you up.
A therapist can help you to figure out what you should do when the feels hit you.