Why is it that I get really sad for having empathy for people like sometimes I start crying and I get more depressed and and overthink?

Sometimes, we don't want to feel empathy because it's easier that way. You get more depressed because it can take an emotional toll on you; some of people's stories are heart-wrenching, and you overthink because you want to help and think of all the ways you could help. It's totally normal to cry when listening to people. Sometimes, it sad (and that's okay).

Perhaps you are feeling emotionally overwhelmed and need to step back from interacting with others to take some time for self-care

It makes us sad because we tend to absorb their negative energies. Actually having empathy for others, triggers a strong emotion to help them and if we aren't able to do that, it eventually affects us. This is a sign of empath, actually empaths are social sponges who can feel energies, can easily detect lie, have sensitive heart and offcourse a pure soul. There are many training to become an empowered empath and use your gift to help others. But before that you need to accept your sensitivity and desire and take it as a gift by the universe and heaven.