In Sal's eyes, sadness is everywhere in America. He sees it in people, places, and in his own dreams. Most of all, sadness is tied to solitude. Sal feels worst when he is unable to connect to those around him through deep conversations. Sadness becomes a key element in the relationships between men and women, as Sal yearns for a soulful connection with women, not just a physical one. Sadness is also reflected in the music of the times, the jazz blues. Sadness is a large part of the Beat Generation, in the sense of "beaten" or "beaten down."
In his solitude, Sal says that "all he does is die" when he is "down in Denver." Later, he tells Dean that he (Dean) doesn’t die enough to cry. This notion of dying, of recognizing sadness, is what makes Sal different from Dean, and can be traced throughout their actions and travels.
The sadness in Dean and Sal’s friendship is based on an inability to have a soul connection, just like the sadness in Sal’s relationship with women.