Majora's Mask is indeed able to give you a dark feeling. Things like the moon towering above you, wherever you go, with that disturbing ugly scary face. Or the music on the third day in town... The shaking of the earth... It all adds to this feeling of danger at the end of the third day.
Still, each time you do something with Link, you're busy to change the ending of the third day. And all the people in the world can be so sad, your mission is to make their lives a bit better.
In the end you will make it all better by avoiding the impact of that moon on the city. And since you know you're working towards that happy end, just enjoy the whole game. Don't let what your friend says take any pleasure from playing it.
(And for examples of happy moments: bringing Anju & Kafei back together, helping the old lady to get her bombbag to the store, give peace to the soul of Darmania, stopping the tears of the Goron boy who misses his dad, save Lulu's eggs, transform the spider-cursed humans back to their original selves, make the man at the beach happy by giving him a photo of one of the pirates...)