Mental health tip: Don't have emotions about your emotions.
Psychologists differentiate between primary or "clean" emotions and secondary or "dirty" emotions. The first are the emotions you feel in direct reaction to what's going on. You feel sad because your cat died, or jealous because your colleague got the job you wanted, or lonely because you're alone. Secondary or "dirty" emotions are the ones you feel in reaction to your primary emotions. You feel guilty that you're sad about your cat when your friend's brother just died, or ashamed that you're jealous of your colleague's new job instead of happy for her, or embarrassed that you're not good at spending time alone.
Secondary emotions indicate a struggle against or judgment of the initial emotion. They are the direct result of thinking I shouldn't feel this way. This reaction is common; one major culprit is the widespread belief that happiness or contentedness is the norm, and that strong or negative emotions are bad or abnormal or harmful and should be avoided at all costs. Despite ample evidence to the contrary, many of us believe that happiness is the normal baseline, and use this belief to berate ourselves for feeling bad.
The idea of happiness as normal is being challenged by a relatively new therapeutic approach called Acceptance and Commitment Therapy (ACT). ACT is based on, among other things, acceptance of difficult emotions, thoughts, and impulses. A primary objective of ACT is to use mindfulness to accept difficult or negative experiences (emotional or other) as normal, and to let go of the struggle to be free of them.
If you're thinking "Isn't this kind of incongruent with CBT, where you're supposed to identify the distorted thought that created the negative emotion and adjust the thought so you can get rid of the emotion?" the answer is yes. This is a critical debate between CBT and ACT. Proponents of ACT think that CBT is too focused on changing or getting rid of negative emotions, promoting the idea that pain, anger, and anxiety (among other emotions) are bad or abnormal.
I believe in both. If your unpleasant emotion is the result of a distorted thought, then by all means: identify the distortion, modify the thought, and enjoy the accompanying shift in feeling. However, if you're experiencing a primary emotion in reaction to something that's really happening, consider that strong negative emotions are normal and part of what makes you human. Try saying to yourself "I should feel this way. Given what's going on, of course I feel this way." Give yourself a break and don't pile on that unnecessary second round of judging emotions.
NB: The examples above of primary or clean emotions are not the only acceptable ones. If you feel relieved that your cat died or angry because you're lonely, that's okay too! When we feel less intuitive emotions, that's when we're even more likely to start layering secondary emotions, and probably when it's most important not to.