Being sad is no bad thing. Grief is perfectly natural - its when we don't let it out or indulge in it its a problem.
Let yourself be sad. Have a good cry. And know that you will be happy again because you're a good person with good things in your life.
Personally I'm accepting the divorce itself because my old M ended the day my W left me for someone else. Doesn't mean I'm not sad and the end of that particular adventure - I'll appreciate the next one more though.
Both mid 30s, 2 young kids BD 7sep14 XW moved on long ago, now living with OM1 D paperwork in progress