Depression is a serious medical illness, it's more than just feeling "down in the dumps" or "blue" for a few days. It's feeling "down" and "low" and "hopeless" for weeks at a time. There are several forms of depressive disorders. The most common are major depressive disorder and dysthymic disorder.

Major depressive disorder, or major depression, is characterized by a combination of symptoms that interfere with a person's ability to work, sleep, study, eat, and enjoy once-pleasurable activities. Major depression is disabling and prevents a person from functioning normally. An episode of major depression may occur only once in a person's lifetime, but more often, it recurs throughout a person's life. 

Dysthymic disorder, or dysthymia, is characterized by long-term (two years or longer) but less severe symptoms that may not disable a person but can prevent one from functioning normally or feeling well. People with dysthymia may also experience several episodes of major depression during their lifetimes.