The depressed person is not inventing all of the emotional stress and turmoil. It is very real. Depression does affect one's mental state, and is a disease of the central nervous system. Epilepsy or Parkinson's disease are diseases of the central nervous system and depression can result from these diseases as well. At first it is manageable, but as lack of sleep builds up over time, other symptoms such as having no appetite can appear as well.
Chemical changes begin to appear in the brain.
A chemical called Serotonin is lacking in depressed individuals. This chemical regulates a person's mood. The depression then begins to eat a person alive. It is all consuming, one loses the ability to function properly. Happiness becomes a fading memory.