Why does Romeo not tell anyoneof his sadness before Benvolio questions him?help me
Romeo does not say specifically, but we can make assumptions based upon his character. The reason for his sadness is that he is "out of favour" with a girl that he loves, Rosaline. The problem is that Rosaline has sworn to remain chaste. Romeo says this:
"She will not stay the siege of loving terms
Nor bide th' encounter of assailing eyes,
Nor ope her lap to saint-seducing gold:"
Her reasoning is not that she doesn't want Romeo, its that she doesn't want any man. In this situation, there seems little hope of "winning her over", which Romeo might have done if she was just reluctant to date him. Therefore, he would be unlikely to share this information.
Beyond the hopelessness is Romeo's emotional nature. He is impulsive, and falls in love easily. As such, he is more likely to get depressed easily and to choose to sulk rather than try to let out his feelings to feel better.
I agree with the answer below, but would add that since Romeo's sadness over his unrequited love for Rosaline will be cut short soon enough, there is no reason to prolong the situation by explaining his feelings to another character. His feelings for Rosaline will disappear the moment he sets eyes on Juliet, and for all intents and purposes, Rosaline will matter not!