See that person staring out the window who looks so sad and lost in thought? He is pensive, the opposite of cheery and carefree.
If you've studied Spanish, you know that the verb pensar means "to think." If you're pensive, you might simply be thinking hard about something. Having no expression or maybe even frowning can be a result of being so engrossed in your thoughts — it might not reflect a melancholy attitude. Remember this the next time you're about to ask a pensive person, "What's wrong?" It could very well be nothing.