Gabriel Pierné's Funeral March is not that hard and sad (that should be because it's a funeral march.) Good luck finding the score though. Maybe you can try Mussorgsky's Il veccio Castello from The Pictures from an Exhibiton. It's not that hard either, and one of my favourites. Grieg's music is really suitable. Chopin has a few preludes, E and C minors may be suitable for you, but they are really low grade. Sibelius' Impromtu No. 1, in G minor, one of the first ten pieces I had played. I look at my notes and see Scriabin's first sonata, fourth movement there, listed as one of the easier pieces. Le Gibet, from Gaspard de La Nuit is easy too, oddly. And there is Schubert's Lied, Der Tod und Das Mädchen, it is technically a lied, but it is sad and easy too. Finally, you can take a look at Debussy's preludes. There are some, if I remember correctly, that are actually really easy. Danseuses de Delphes and Les Sons Et Les Parfums Tournent Dans L'Air Du Soir fit your description (although I'm not sure with the sad part, but they are most definetely not happy).