A sad sack is a blundering, inept person.
MW defines it as "US, informal", and says the first known use with this meaning is from 1943. However, etymonline says:
sad sack is 1920s, popularized by World War II armed forces (specifically by cartoon character invented by Sgt. George Baker, 1942, and published in U.S. Armed Forces magazine "Yank"), probably a euphemistic shortening of common military slang phrase sad sack of shit.
I believe theThe term comes from a military context, a soldier who can't seem to do anything correctly.
My suspicion is that some drill sargent called his recruit a sack of shit. Then found the poetic turn in sad sack of shit, which was cleaned up for Folks Back Home as sad sack.
The definitions in the Urban Dictionary seem to turn the meaning more toward a depressed or depressing person. But the original context, I believe, used sad in the sense of pitiful.