It's like drowning without the water ...
Every single day, every hour, you're pulled down to a depth you've never been to before, one you have no knowledge of: the only time you've been so totally screwed, so unable to move, or think, or breathe, was in your nightmares...
You want to just sleep and lie in your dark room forever, until you get it together enough to snap out of it or shuffle off the mortal coil, but "life" intrudes and you still have to do the stupid things that prove you're still "okay" to your family and friends...
You don't want to be like this (who would want to be so miserable, so pessimistic, so ready to die, or burst into tears, at any moment?) but you have no choice. Before you open your eyes you're feeling the weight of the life which has been assigned to you sitting on your sagging shoulders, and the last thing you feel at night is the memory of all you've done wrong and fucked up during the day.
It's all pointless; we're all going to die, and not one of us is going to make a real difference to the world which will exist thousands of years from now, so don't even try to change tomorrow's society.
When 'futility' is the word you believe in most there's nothing for you to look forward to.
Your whole life you're just wanting it all to be over and done with. You want to wake up and find that it's all been a dream.
At least if it was a dream, you could wake up. Yeah, you wish, you psycho.
This is a general account of how I feel when I'm depressed (I am now on an anti-depressant, Zoloft)- by no means is it designed to describe how everyone feels when they're down.