Depression can be either Clinical or Depression that happens when a person goes through something like a death in the family or something that makes a person feel down for awhile and then over time passes but sometimes it is hard to figure out which because with Clinical it is more intense and last and usually needs medication and therapy to deal with it long term.
I am clinically depressed so I will tell you how I feel but I also have anxiety, panic, agoraphobia and more plus physical health problems which can bring on depression .
With depression it is hard to even want to function and everyday things become hard to do or not at all like cooking or cleaning or taking a shower even wanting to eat and then sleep is messed up you can feel muscle tension and pain in different parts of the body and lethargic , hopeless, sad, really down , stomach aches, bowel problems, crying, there are so many and the thoughts are awful so it can be so many things and you feel like you are in a black endless hole .
Best thing you can do is see a therapist and find out so you can start living again and have a full life and it is very hard . usually people with anxiety will have depression then like I said some will have clinical depression also bi polar which is another ball game and it isn't miserable as well due to the mood swings and the highs and lows .
Take care and know you aren't alone.