Here is what depression feels like to me:
It is a perpetual feeling of sadness. It's like being smothered by darkness. Everyone and everything is a blur and colors are muted and sounds are muffled. Relationships and friendships (those who stay) are strained. Depression is paralyzing. It's like death to your soul, with your spirit is hanging by a thread.
Well meaning people offer advice they think will help, such as "Just cheer up and everything will be okay." Or "Just think happy thoughts." And "Get outside and get some fresh air and exercise and you will feel better." As you can see from my description above, it isn't that easy for the one who is caught in the grip of what feels like death.