There are many misconceptions about depression and most people don't realize that it is a serious medical issue. Feelings of hopelessness, despair, anxiety, and inappropriate guilt and shame can and do contribute to substance abuse, overeating, oversleeping, and sometimes suicidal thoughts and actions. Sometimes people are told to "snap out of it" but that is no more possible than "snapping out of" cancer. Whether triggered by an event or by one's own biochemistry, depression involves changes in the brain's neurotransmitter system. If you have ever had your mood altered by a drug, you know that how you feel is not simply a state of mind. When the brain's chemistry is malfunctioning, it can have a profound effect on how you feel and experience life. But there is good news. Depression is highly treatable. Studies show that a combination of antidepressant medication and psychotherapy is the best prescription.
One very common misconception about depression is that it feels like mere sadness. Sadness is only a part of it. It is very difficult to describe the pain of depression; I always say it's like trying to describe blue to a blind person. If you've never experienced the monster that is depression, there is really no way for you to grasp its horrors. One of the things that makes depression so insidious is that it distorts one's self-perception and causes the belief that the sufferer is morally flawed or weak or bad. What other medical illness does that?
If you are depressed, please have compassion for yourself. Get help. If you love someone who is depressed, the most helpful thing is to acknowledge their pain, reassure them they're not to blame, and DO NOT try to "cheer them up"; you will only make them feel worse.