Your questions need to be more specific.
In this one you need to define what type of depression you are referring to.
Clinical depression is completely different from other types as it is an imbalance of brain chemistry and really has nothing to do with feeling sad or lost, it is almost purely physical. It is really called depression simply because the body reacts to the imbalance with things like fits of crying. But the person isn't sad or upset it is just a physical reaction.
Chronic depression again is very different than other forms,, etc.