Feelings are not right or wrong. They are information. They inform us about our lives; that we are in danger, that we feel mistreated or wronged, that we need to make a change, or that we are in the right place, that we are with a good person or making a healthy choice, and so forth.
For some reason our impulse often is to not feel feelings, compartmentalize, deny, suppress, block, or to escape or numb our feelings using drugs, alcohol, food, sex, work, the internet, etc. Then of course we have a double problem of the unprocessed, festering emotions, and the (often) addiction to the means of avoidance. But they don't go away.
Paradoxically, the way out is through. The way out of uncomfortable emotion is to go toward it, to actively process it, and that will move us through it. Churchill supposedly said "If you're going through hell, keep going!" (though that quote has apparently never been confirmed). Pema Chodron talks about going toward the places that scare you. The more we avoid the monsters in the basement, the more we give them power over us. If we can go down there and confront them, they are almost never as bad as we feared. We usually feel relief, and maybe even wonder why we built it up so much. And sometimes we can even make friends with them.
We also need to be able to identify the root emotion, if possible. When we are depressed, sometimes beneath that is unprocessed anger that we weren't letting ourselves feel (because it is unfamiliar or scary, for instance). Conversely, when we are angry, sometimes the root emotion is a deep sadness that we turn outward as anger, because that feels less overwhelming, and is at least energizing. Or anger is telling us that what we are actually feeling is out of control.
The challenge is to feel what we're feeling, when we're feeling it, and to work from that place. That will often take us to the right place.