I have read about depression, but never experienced it. I don't know what to do next. In describing your feelings as sad and hopeless, you have touched upon two common symptoms of depression. Research is very positive in telling us that depression is a very treatable condition. Please keep that in mind as you read through this response to your question.
Depression is too general a term to be very useful.
It describes everything from the mood swings we all encounter, to the disabling and life threatening pain of a major depressive episode. To add to the confusion, symptoms of depression are very common in reaction to stressful life events such as death of a loved one, accidents, loss of job, loss of relationship, and other blows to our sense of control. Even positive changes, such as a move for a job promotion, can result in symptoms of depression. There may not be any obvious cause for symptoms of depression. The lack of a direct cause is often frustrating for a person struggling to cope with the bleakness of depression.