Past

What is it that we are supposed to do when we think about the past? It happens most often to me with different music--there are different songs and bands which remind me strongly of various times in my past. When these randomly come on or I hear them or I for some reason choose to listen to them, I often become very sad as I reminisce about great (or not great) times past. Either way, I am left to wonder, what are we to do in situations like this? What is sadness? How must we combat it? Is it best to acknowledge and accept sadness for what it is? Remembrances of something different? Something gone?