Although it is important to be empathetic toward your loved one, you also don't want to overdo it. For example, if your son has a big football game coming up and is starting to worry excessively, it won't help to get worked up yourself in the process of trying to quell his fears. It also won't help to confirm his fears; acknowledge them but then move past the anxiety to more productive behaviors.
For example, you could suggest that instead of worrying, your son could spend extra time practicing to be sure he is prepared. If he has been in treatment for SAD, help him to implement the strategies that he has learned for calming himself down, such as replacing negative thoughts with more constructive positive ones.