While everyone is going to be sad at some point in their lives, grief is a very specific and powerful type of sadness - it's the sadness of loss. Like stress and depression, it's perfectly natural and healthy to have feelings of grief. It only becomes an issue when grief takes control of your life and negatively affects you.
It should also be noted that grief is highly individualized - your way of processing grief is unique to yourself and should not be compared to anyone else's process.