Depression is not a mere sadness, which can easily be overcome.  It isn't something that you can immediately cure, or that modern medicine can conquer in most cases.  To trust a counselor can be difficult; who's to say that the counselor isn't adhering to the confidentiality agreement or that they are? They may go home and say, "You won't believe the weirdos I had to talk to today!", as they tend to speak to their spouses if stressed, I'm sure.
    All the couseling places seem to want to do is medicate the problem, which isn't so different than alcohol or other drug abuse--a drug is a drug, and I've read the list of potential side-effects of the medications. Oftentimes, these can be the same as the symptoms they're supposed to treat, or worse.
    So what is depression?  It's an intense sadness which makes the one afflicted feel utterly worthless, self-destructive, or even suicidal.  This can stem from a poor self-image, and the person experiencing it can constantly be beating themselves up over even small problems or errors. People tend to listen to music and artists that they can relate to in some way, shape, or form, and unfortunately a lot of music can intensify the depressed mood.  It doesn't always have to be music about suicide and depression that contribute, but can even be love songs. Listening to uplifting music doesn't always help to change the mood.  
    Staying occupied isn't easy when you're depressed--it takes a real effort, and at times the feelings of hopelessness can be very intense, so much so that getting out of bed can seem impossible.
    Hallucinations can come along with depression, whether medicated or not.  A person can hear things like others accusing them of things they feel guilty about, and could include visual things like the sighting of demonic images or auditory demonic voices. There are also physical effects that come with depression, such as loss or gain of appetite, and pains in the stomach. Another effect can be on the sleep pattern, sleeping more--or less--than the normal amount of rest.
    People who haven't been through this sort of thing can be judgmental of those who have, saying things like, "Just get out and work", "Stop being negative", "Quit whining!" or "You just want sympathy".  The truth is that it isn't that easy, not for the one expressing things.  An outlet can be of some help, such as writing.  Of course, it's feeding the dark side that can make things worse, and it's good for some people to vent.  Feeding the light side does tend to help, but getting motivated can feel impossible sometimes.
    Depression isn't something to mock a person for, or to make them feel guilty about, and sometimes what they express is purely to get it out in the open, out of their system.  It's better that they do this and not inflict harm upon themselves than to bottle it all up and either explode or implode, as in self-harm or worse.
    I'm on the side of the depressed people, as I can understand what it's like to go through all these things. I wish that comments could be enabled for anonymous posts, but they can't. I hope dp will change that some day.