Why does this song sound sad?

I can't help pointing out that this is wrong. The interval is a perfect fifth, not a major third. And as has been stated, it's in a minor key. Assuming it's in C# minor (which I'm not sure of and can't care to check), the notes for the first measure should be G#, C#, G#, C#, A, G#.

If you don't really read music, it's excusable getting the precise melody wrong, but the precise melody has everything to do with the topic.

(Besides the minor chords, instrumentation also has to do with it, I guess.)

Edit: Realized that your melody wasn't as different from mine as I originally thought. Eh.