Harmonies created in the minor made are less stable than those created in the major mode. This instability results in music which sounds to the listener as if it is somehow in need of resolution, but in an indefinable way. This is very similar to the human emotion of sadness.
We often feel sad, but sometimes it can be hard to tell exactly what makes us sad and how to resolve it. Composers often turn to minor mode when writing music in which they want to convey the emotion of sadness. But it is instability, not sadness, which is characteristic of the minor mode. Music in the minor mode usually portrays stormy conflict much more often than sadness.
The arrangement of the whole steps and half steps are different for the major scale and the minor scale. It is this arrangement that gives the major and minor scales and keys their sounds.