Sympathy is a feeling of pity or sense of compassion — it's when you feel bad for someone else who's going through something hard.
The ability to feel sympathy for others is a great part of what make us human, and it's what compels us to reach out and offer help. So have sympathy for people who confuse this word with empathy — they're awfully close in meaning. Feeling sympathy means you feel sorry for someone's situation, even if you've never been there yourself. Empathy is when you truly understand and can feel what another person is going though.