SAD is Seasonal Affective Disorder, which is sometimes referred to by other names such as 'the winter blues'. It's a condition where the winter, especially the lack of natural light, causes sufferers to become depressed, in some cases severely. It's estimated to affect around 7% of the population, though there may be cases that aren't diagnosed.

A typical SAD sufferer will start to feel unhappy and lacking in energy in the autumn, as the days get shorter and the sunlight less strong. It's likely to get worse through the winter, even leading to serious depression, and then get better as the spring begins. One treatment that has had some success involves exposing people to a lot of bright light; but the disorder has only really been recognized since the 1980s so there is a lot of work to be done.
You can find a list of typical symptoms and information about treatment for SAD here.