"The Day is Done" has a lot to say about the feeling of sadness. We're not talking about awful, horrible, crawl-under-the-covers-and-don't-come-out-for-two-weeks sad. This is more like the sort of blue feeling you get when you're alone on a gray day. Not depression, not grief, just… sadness. A lot of the poem is spent trying to describe this unique and mysterious feeling.
"The Day is Done" is a poem about sadness, but its tone and language are generally cheerful and optimistic, producing a surprisingly happy overall effect.
Longfellow's poem draws a careful contrast between sadness and pain, and the tension between the two states is part of what makes the poem particularly subtle and effective.