Your sadness is real, and it is good that you have turned to Jesus in it. That simple honesty, saying you are glad to have Him for company, is exactly where comfort begins.
Scripture calls God the Father of mercies and the God of all comfort. That means He does not stand at a distance when His people are hurting. He draws near to comfort, to strengthen and to encourage. When the apostle Paul went through deep affliction, even through a long and terrible storm at sea when all hope seemed gone, he learned that the Lord stood by him in the darkest hour. The same Lord stands by you now. For those who are going through hard places and dark nights, He is still the God who comes close to bring comfort.
Jesus Himself knows what it is to be troubled in soul. He wept as He looked over the city that rejected Him, and He spoke openly about His soul being troubled as He faced the cross. He is not unfamiliar with sorrow, and He does not turn away from yours. When your heart is longing for Jesus, nothing else truly satisfies, not even the presence of angels. That longing for Him is precious, and He welcomes it.
He also gives comfort through His Word. The Scriptures were given to bring patience and consolation, to sustain hope and to remind you of what is still ahead in Christ. As you stay close to Jesus, keep bringing your sadness to Him in prayer, and let His Word speak to you. The same comfort you receive from Him will in time enable you to comfort others, but for now simply receive it for yourself.
May the Lord fill you with His peace that goes beyond understanding, keep your heart and mind steady in Christ, and let you sense His nearness as your companion. May He lift the heaviness you feel and give you joy and hope through the power of the Holy Spirit as you rest in Him.
Father, thank You that You are the God of all comfort. I ask that You would comfort this dear one in this sadness, that You would make Your presence very real, and that You would give quiet strength and hope in Jesus. Amen.