Why be ashamed of sadness? Sadness is acceptance of change. Change is inherently emotional. You must leave something behind to get to something new. That is the way of it.
Sadness serves a very real purpose. It makes you value the things you are choosing. It is the last test of the decision you have made. If it hurts too much, it means you are making a mistake. Sadness tests conviction. Does the sacrifice fit the dream? If yes, then go forward. Hold back nothing. Feel everything. Honor it all.
There is no shame in sadness, or in feeling what you feel. Recognize what sadness is. It is you recognizing changes within you.
There is something honorable about sadness. It is never less than it is. If you accept sadness, you accept that it will also end. That too is truth.