I can honestly say in the times I've been depressed I've normally had a pretty good reason to be depressed, whether that's me
not being able to find a job
my business not being stable
being mistreated and having to take it because that's the only way for me to eat
losing a girlfriend & feeling lonely
being broke, failing at something I've really wanted
just not being happy at the way my life is going despite working hard to improve it
I'm not quite sure that's real depression or that's just disappointment that things aren't going my way and a sign that I need to reduce my expectations and/or just learn to see the blessings in my life and not the negative. That said, I can say I spent a lot of my 20s (I'm still in my 20s) depressed at some point in time. I do know in some ways I can be prone to depression and dark moods but I wouldn't say I'm diagnosed with depression. I just know there's people who have everything they've ever wanted and still are depressed. I can't relate to that at all.
If it's really bad you may have to get help and there's nothing wrong with just talking to a therapist. I've been to therapy and I found it didn't really help me, rather it just caused me to dwell on my problems, making me more depressed. Sometimes I would go into therapy in a good mood and leave sad because I had to dwell on my problems. What works for me is just trying to keep busy, work out constantly, have goals and just do my best. That's all I can really do. If things don't work out, so be it. Russell Simmons said on the Combat Jack show the other day, back in the Def Jam era he thought it all matters, but it doesn't, you just do your best and go to sleep.
I think you really have to find the root of your depression. As crazy as it sounds, it took astrology and natal chart readings for me to understand my issue. For me personally, I have self worth issues, not in a sense of having low self esteem but in the sense that I equate success and money with my worth. My self worth is completely tied up in how much I'm working, how successful I am and how much money I have. When that's not going well for me and I feel stagnant and unsuccessful, I tend to just shut down..........I've learned that real happiness comes from within and isn't effected by external factors. Everything else is just a mask.
I remember going to Ghana when I was in 8th grade and going into some of the villages and despite some of the kids not having much on some materialistic shyt they were happy. They had a positive spirit. That's real happiness.
What's bothering you? Are you just in a funk? feeling like you're going through the motions.......be honest with yourself.