The end credits song is a very heartwarming sounding song, a say that because I have no clue what the lyrics are saying. So if it's supposed to be depressing, well, I can't tell.
NOT in the movie, but the story behind the movie. As Japan critics pretty much tore this movie apart, Hayao Miyazaki (after years of rifts and skeptical distrust of his son's handling of the movie) unexpectantly was present at its premiere and wrote to his son "it was made honestly. It was good." Goro cried. (Hayao later moved on to create Ponyo as an apology to Goro).
It has alternately been reported that Hayao stepped out halfway through the movie (he did return later) and commented that "One hour felt like three." YMMV which version you believe.