“It was a gloomy day, the clouds were thick in the air.”
“Gloomy” can literally mean “dark” and we can use it to describe a physical place:
“The basement apartment was gloomy, with little natural light.”
“The weather has been gloomy all week.”
It can also be used to describe an atmosphere of sadness, something that can make people sad.
“Edgar Allan Poe wrote brilliant but gloomy stories.”
“When it comes to war the future looks gloomy.”
We can use it for other people, to say they have an atmosphere of sadness around them.
“You look a little gloomy today, is anything the matter?”
When you see the person you can sense a dark, sad atmosphere around them. You don’t know the reason for the sadness, so you call it a general “gloom”- it is a bit of a mystery.
It is however, not often used for talking about oneself:
“I’ve just been feeling a little gloomy lately.”
Is slightly unnatural, because if you think you are surrounded by a ”gloom” means that you don’t know the cause of the bad feelings, it’s just a sad atmosphere.
It is far more common to say that:
“I’ve been feeling a little down lately.”
“I’ve been feeling a little depressed these days”
When you talk about yourself bad feelings usually aren’t a mystery, so don’t use “gloomy” too often.