Hi Gal,I have never come across this expression.Maybe you can tell us where you saw it or heard it and maybe that will help us to explain.Cloudy is usually the opposite of "clear" so maybe the person means he doesn't know what to do,his way is not clear to him.Or maybe he means sad,as you said.

I have not heard anyone use the phrase "cloudy life," so it is not a normal expression. I would interpret it the way you have, it probably means "gloomy", "troubled", or "depressing."