I've had one bout of really severe depression (have diagnosis of bipolar disorder) and a few milder ones and was always the last person to know
it didn't occur to me to go to the GP or anything and it just got so bad I was hospitalised, still oblivious that anything was wrong with ME
thinking back to my symptoms . . . my mouth felt like it was full of ink, everything tasted sort of metallic and eventually lost my appetite totally and even water was difficult to swallow, it felt very frightening to go outside/interact with anyone because everything seemed hostile and dangerous, I had an unearthly sort of fatigue that seemed to emanate from my very bones - never felt tiredness like it before or since - I couldn't wash my hair or eventually even the rest of me earlier on I remember struggling to get up and then crying because I couldn't remember how to make coffee it all seemed impossibly complicated, ditto refuelling the car and various other everyday chores - my mind would totally desert me and I felt as panicky and confused as if I'd been asked to perform some serious surgical procedure having only flicked through the family health encyclopaedia by way of medical training
I never thought of the word depression, not once, in relation to myself - I'm far too much of a 'doer' to get depressed, I'm too positive in my outlook and too active/enthusiastic about life. I wondered if I had some sort of hormonal imbalance at the beginning but the depression itself took hold before I investigated it and it feeds on itself, enlarging until my only thoughts are 'my life has no meaning or purpose, I don't deserve to live' and so on
it is very difficult to describe but I should have just agreed with the 'if you feel something is wrong then something is wrong' comment, you might not be clinically depressed but it's better to find out as it can be serious for some people if left untreated