LivLit

Depression isn't sadness. It's more like a burial shroud. It's a living sort of death, in which the sadness is you mourning for yourself, mourning the loss of everyone and everything you know. It is a curtain of devastation. It's a funeral.

Eventually, you may become numb to it, but you never truly feel, while depressed, unless it's just enough feeling to feel sadness.

Sadness comes and goes. Grief eventually lifts. But depression hangs on, more fiercely than either. And the kicker is, it seems so pointless. It's like being the zombified victim of a random killing spree, perpetually trying to grasp the senselessness of it.

If you've never felt a grief-like sadness than has hung on beyond any amount of reasonableness, you've never been truly depressed. If you've never looked out of your window, and seen nothing by gray, in the daytime, you've not experienced depression. If you've never hugged your child and wept with overwhelming feelings of inadequacy and throes of guilt, crying as if they child is dead, you've never had a depressive episode. It's best if you keep your mouth shut, when you try to encourage someone who can barely get dressed.

Things to say and not say to someone who is depressed:
http://www.health.com/health/gallery/0,,20393228,00.html