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Wow, pardon me for saying, but this is one of the most unusual questions I have seen here. I hope that your desire to feel sad is not due to some mental condition. If it is I suggest seeking help (believe me there are lots of avenues out there for that kind of thing) instead of trying to wallow in the sadness. Of course, all of this is just conjecture on my part, so if you simply want to read a book about this topic in order to feel sad because you want a nostalgic experience then you can ignore my (unasked!) advice.

There are plenty of self-help books that might deal with this topic, but I have read a few ficiton ones that might be what you are looking for. One such novel that springs to mind is Never Let Me Go by Kazuo Ishiguro. It is a heartbreaking book about a woman who works for a carer for organ donors. During her youth she attended a boarding school in England where all the students were essentially clones that were only kept alive for organ donations. I'm not going to say much more about the story as I'm already giving away too much, but it definitely made me sad and there's no denying that for the kids at that school their youth was wasted for the gain of others.

Thirteen Reasons Why by Jay Asher is another good one if you want to feel sad because it deals with the suicide of a teen and the tapes that she left behind to explain her reasons for killing herself. The book deals with a lot of the topics that the youth deals with these days, such as bullying, harassement and sexual assualt, and I can think of anything more wasteful than the life of a bright young girl being snuffed out because of these issues. I've even heard of some schools banning this book because there were a bunch of suicides that occured at these schools, but I don't know if the book had any involvement in them.

The last one I'm recommending is Girl in Pieces by Kathleen Glasgow. It's about a young girl named Charlotte who at seventeen years old has already experienced more hardship and loss than many other people has had in their entire lives. Charlotte is treated at a menteal health facility because she has a habit of cutting herself, but due to a lack of insurance coverage she also loses this avenue of help. This leaves her all on her own to deal with everything she has lost during her youth. If you really want to feel sad then I can honestly not think of a better book than this one. It had me sobbing like a little girl in places and I'm not someone who is easily moved by books. If you had to deal with loss or hardship in your own youth, then you'll definitely be able to relate to Charlotte and her struggles.
Lucia Eva Damora is one of the most powerful fictional characters ever. She appears in the six books of Falling Kingdoms by Morgan Rhodes. In the first book, she is able to use her elemental powers to destroy the barrier around the palace in Ayranis, a barrier that was standing for years, and thus allowing her father to kill the king and conquer the kingdom. Her blood was powerful enough to awaken the four Kindred, elemental gods who want to destroy the world. Lucia was the first elemental sorceress since 1000 years. While thinking thoughts of ice and winter, her water element accidentally froze the rabbit pet that she was holding I her arms. She was able to use her powers to force the truth out of people. She gave birth to her daughter, who was the result of an exiled Watcher, and fully recovered by the next day. In the end, it was her own powerful blood that destroyed the Kindred. So I think she is an overpowered characters who did wonders in the series that are too many speak of.
I have got one nonfiction book for you: Educated. This book always about this girl whose father didn't let her to go to school. It is set in the twentieth century and twenty-first and is set in America. It wasn't exactly what you're asking for, but later on she stands up, puts her foot down and decides to study for college at age 17. In my opinion, she did something very big. A seventeen year old, who has had no experience in a classroom and instead of starting her junior year at high school, has enough courage to start her freshman year in college, living alone for the first time, to get herself an education. The author is Tara Westover and writes it from her own POV.
You may think that LGBTQ characters in literature is a fairly modern phenomena, but I have actually read a couple of really old books that feature them. They are not always as obvious about it as modern books, due to the norms of the time in which they were written, but it is usually pretty easy to spot them. I'm sure there are plenty of other people with more modern suggestions, so for the sake of interest here are two of the oldest books that I have read that contain LGBTQ characters.

1. Carmilla (Joseph Sheridan Le Fanu - 1872). Quick quiz, who wrote the very first fictional tale about vampires? If you answered Bram Stoker, then I am afraid that you are wrong! While Dracula is obviously the most famous fang faced blood sucker, Carmilla was written a couple of years before and featured a female vampire by the name of Carmilla. The story is told from the perspective of a teenage girl who befriends another girl named Carmilla. It wouldn't be a spoiler to reveal that Carmilla turns out to be a vampire, it is also quite evident that she is a lesbian. Not only are all her victims female, but she also makes a couple of sexual advances towards Laura, the protagonist of the tale. It also wouldn't be a stretch to say that Carmilla laid down the template for a lot of tales to follow where the female vampire is portrayed as a lesbian.

2. The Picture of Dorian Gray (Oscar Wilde - 1890). This book is perhaps a bit better known, but in case you don't know, it features not just one, but two queer characters. If you haven't read the book in a while it might not actually be that obvious since at the time when the book was written, it was still a crime to be homosexual. This resulted in Wilde's editor wading in and censoring most of the obviously homosexual content. It was obviously impossible to remove everything, but he certainly toned things down a lot. It wasn't until more than a hundred years later that the full uncensored version of the book was released and everyone could clearly see that Basil Hallward was obviously gay and Dorian Gray himself bisexual.
There is certainly no shortage of monster fiction available and here are plenty of great recommendations already, so let me suggest something a little different for you. One only has to switch on the television to see that our country is completely obsessed with monsters, aliens, ghosts and other paranormal stuff. Some people are understandably very skeptical about these things, while others are passionate believers who are convinced that everything they see on these reality shows are the truth. Yet, even the most absurd and improbable "monster" myth or legend must have had its origins somewhere. This is a question that is explored in a non-fiction book called Medusa's Gaze and Vampire's Bite: The Science of Monsters by Matt Kaplan. The author is not only a science journalist, but also a fan of monster myths, which makes him an ideal candidate to explore the monster phenomena from an objective and scientific viewpoint. It is quite refreshing to read something about monsters that isn't written from a viewpoint of debunking everything or breathlessly believing even the most circumstantial of evidence. Matt doesn't just look at recent lore either, but explores stories from throughout history. If you enjoy monster stories, but need a break from all the fictional stuff, then you won't be disappointed by this book. I know that there are a couple of other ones that explore similar topics, but this one is the best that I've read so far.