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Depression is a state of low mood and aversion to activity, that can affect a person's thoughts, behavior, tendencies, feelings, and sense of well-being. A depressed mood is a normal temporary reaction to life events such as loss of a loved one. It is also a symptom of some physical diseases and a side effect of some drugs and medical treatments. Depressed mood is also a symptom of some mood disorders such as major depressive disorder or dysthymia.
- Wikipedia

Depression is a very broad term, which is used to describe a huge range of scenarios and emotional states- everything from a few days of sadness, to neurological disorders.

In most cases, depression can be treated without medication, however of course there are exceptions which cannot be taken lightly.

When uncertain, consult a professional.

What's the difference between sadness and depression?

Sadness is a normal human emotion. We’ve all experienced it and we all will again. Sadness is usually triggered by a difficult, hurtful, challenging, or disappointing event, experience, or situation. In other words, we tend to feel sad about something. This also means that when that something changes, when our emotional hurt fades, when we’ve adjusted or gotten over the loss or disappointment, our sadness remits.
Depression is an abnormal emotional state, a mental illness that affects our thinking, emotions, perceptions, and behaviors in pervasive and chronic ways. When we’re depressed we feel sad about everything. Depression does not necessarily require a difficult event or situation, a loss, or a change of circumstance as a trigger. In fact, it often occurs in the absence of any such triggers. People’s lives on paper might be totally fine—they would even admit this is true—and yet they still feel horrible.
- Psychology Today

How do I know if I'm depressed?

From a practical standpoint, you can think of depression as the feeling of being sad most of the time. Experientially, it's as though your default state is being sad, with moments of happiness and fun, followed by a return to feeling sad.

Generally you feel low energy, unmotivated, and with little desire to socialize. Depressed individuals often regard sleep as their happiest place, and may find it difficult to get out of bed in the morning.

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