Benvolio and Montague discuss how Romeo is depressed, though they don’t know why; it is because his girlfriend dumped him.
Romeo’s father and cousin discuss his behavior lately. He has been seen walking, and does not want company. Montague explains that he has seen him very upset lately.
Many a morning hath he there been seen,
With tears augmenting the fresh morning's dew,
Adding to clouds more clouds with his deep sighs (Act 1, Scene 1)
Neither is really sure what is wrong, because Romeo has not been talkative. It turns out that his girlfriend Rosaline dumped him, deciding to be chaste. Romeo is a very emotional guy. He can’t handle rejection, and kind of goes off the deep end, spending days locked inside his room or wandering alone.
It's interesting that Shakespeare chooses to make Romeo "on the rebound" when he meets Juliet. The young man was deeply in love, and the girl suddenly dumped him. This might make him even more vulnerable to fall in love quickly.
Romeo is depressed, isolated, and secretive. Romeo's reason for being sad is that he loves a girl (Rosaline) but does not love him back.