Everyone feels sad sometimes, and short dips in mood usually lift on their own. Depression is different: it involves a low mood or loss of interest and pleasure in things you normally enjoy, present most of the day, nearly every day, for at least two weeks. It is not a sign of weakness and it is not something you can simply will away.
Other signs include changes in sleep (too much or too little), changes in appetite or weight, low energy or fatigue, difficulty concentrating, feelings of worthlessness or guilt, slowed thinking, and a loss of motivation. Some people experience it mainly as physical symptoms or irritability rather than sadness.
If several of these have lasted two weeks or longer, it is worth talking to a doctor, who can assess you, check for contributing physical causes, and discuss options such as talking therapy, lifestyle support, or medication. If you have thoughts of harming yourself or that life is not worth living, treat this as urgent: contact a doctor today, call a crisis line, or call your local emergency number.