I never really understood depression until I read these two posts:

http://hyperboleandahalf.blogspot.com/2013/05/depression-part-two.html

http://hyperboleandahalf.blogspot.com/2011/10/adventures-in-depression.html

I listed them out of order because I actually like the 2nd one better for helping you understand a depressed person who is already depressed.

It's hard to accept that my daughter has depression.  Sunday we had an awesome day, well really a pretty awesome weekend.  Then late evening I'm walking by her room and I think I hear her laughing then moments later I realize she is crying.  I go into her room and ask her what's wrong.  She says nothing.  We talk.  She tells me that she is so tired of being sad all the time.  That she wants to be happy but can't.  This breaks my heart.  This should be the time of her life instead she sits in her room in the dark and cries.  Then I hear about Robin Williams committing suicide.  My daughter assures me all the time she will never do this because she knows how hard it would be on me and she doesn't want to add to my troubles.  She saw the psychiatrist yesterday, he upped her pills to 40mg Prozac.  I'm hoping it helps.  Something to help her brain allow her to experience happiness again.  She started high school on Monday, hates it.  She told me she sat outside by herself at lunch because she was too afraid (self-conscious) to go into the cafeteria.  It's not like she doesn't know people, she went to one of the main feeder schools but she has no "friends" just acquaintances.  Please pray for her.