As the others have said, talk to a doctor if you think you may have depression. (if you don't know where to go, see your family doctor and ask for a referral to a spe******t.) <-- I don't know why that's bleeped out! It is special -ist.
Depression is a long-lasting (I believe 6 months or longer) feeling of worthlessness, sadness, and hopelessness without any cause or reason. Common symptoms also include fatigue, loss of enjoyment in activities you like, suicidal thoughts, lack of energy, weight loss or gain, lack of concentration and focus, and lack of motivation. It is also more likely to occur in families that have a history of depression.
To be qualified as a disorder, these feelings must be frequent, over a long period of time, and significantly interfere with your daily life.
Not a professional, but I'm a psych major and possibly future psychiatrist. And I have depression.