It's not what you think.
Imagine that you wake up one morning and you try to get up but nothing happens. You try harder and there's a twitch. You dedicate every ounce of will you have to the task and you sit up. Repeat the trying process with standing. Once standing you find that you aren't sure what to do next. And you find you don't care. But you realize what you're supposed to do, what you have to do, so you do it. As you're doing normal things like brushing your teeth, putting on your clothes and preparing your lunch, you find that things feel unfamiliar and you're doing them out of order, occasionally forgetting things and missing steps. Like putting on your shoes without your socks. Or pouring your coffee but forgetting to put it in your bag.
On the way to work, you hear a commercial about shaving gel or some TV show and you find you're crying for no apparent reason. You imagine this happening while you're at work, in a meeting or at lunch, and you don't really care. At your desk, you stare at all your projects and you don't know where to begin. So you start somewhere and find yourself flitting between projects, not really getting anything done. You realize you're making mistakes (when someone else points them out) even though you have given every ounce of your attention to every second of every task at hand, and checked and re-checked your work.
While you're working, everything distracts and annoys you. People typing. People talking. People chewing gum and walking, the light in the room. You have to re-type emails because you realize you're being testy and uncharitable. A feeling of wrongness and dread burbles and gurgles inside of you. It's always there. For no apparent reason, you feel like your co-workers are hiding things from you, trying to sabotage you. You can't make decisions. You can't think things through the way you are used to being able to. You can't be creative. You stumble unexpectedly in conversations. You can't think of normal, everyday words. You suddenly feel happy for no reason, and then vicious, and then nothing. You feel like everything needs to go away. Everything, including you.
When you get home at night, you feel like doing nothing. You sit in front of the TV because you can't really hold a conversation with the person you love. You think about things that you should be doing but you don't care. You don't feel hungry, but you eat. Eating feels good. It's the best feeling you've had all day. You feel like if you could just eat without stopping, you would be fine. You feel physically full, but you still want to eat. You realize this is ridiculous, but it's how you feel. You feel like going to bed every moment you are awake, but you don't want to go to bed because sleep will bring you closer to the following day.
You don't feel sad. You just feel less. It's like someone has accessed the fuse box of your brain and has started flipping switches at random. It is easier to feel sad than happy, and it's easier to feel any negative emotion than a positive one. But you don't know what's coming next. Yo udon't know how anything is going to make you feel. You feel like you can do anything. You feel like you are a failure. You feel nothing - an unaccustomed, screaming silence inside of you.
Go to bed, wake up and do it all again.
That begins to scratch the surface. But I believe that depression, like pregnancy or being quadriplegic, is something that must be experienced to be fully understood.