When God makes you feel sorry enough to turn to him and be saved, you don't have anything to feel bad about. But when this world makes you feel sorry, it can cause your death.
Jesus answered: The friends of a bridegroom aren't sad while he is still with them. But the time will come when he will be taken from them. Then they will go without eating.
Saul's daughter Michal looked out her window and watched the chest being brought into David's City. But when she saw David jumping and dancing for the Lord, she was disgusted.
When times are good, you should be cheerful; when times are bad, think about what it means. God makes them both to keep us from knowing what will happen next.