My Feeling

Today I am very sad because of for many reasons. 
I lost my best friend and I feel I'm alone.

We don't usually write <em>my feeling, </em>referring to a single sentiment. You could write <em>My Feelings, </em>or <em>The Way I Feel Now. </em>In a title, all the important words are capitalized.

Sorry about your friend. You are <em>not </em>alone.