I'm was sad because I received terrible news about something that I had waited for, s. She just looked at me and made a joke (to cheer me up).

“Was” because the event you are describing takes place in the past. Similarly, you should use “had waited” because that action took place further in the past. It’s like how we would use the plus-que-parfait in French, if you have any familiarity with that:

“To cheer me up” isn’t strictly necessary from a grammatical perspective, but I think it’s needed to provide clarity. Otherwise, it sounds like she might have made a joke in a mean way.

I love how she can help me with thoese detailthings.

You would use “details” if you are talking about a specific task for which you are getting help.

When I feel sad or angry, she is with me also; when I'm about to give up, she's is also with me.

“She is” sounds better because it keeps the parallelism.

I'm grateful to my younger sister.

Maybe say for instead? But it sounds okay