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.
Yes, although they are a very minor form. They are the body's way of regulating immune function and forcing us to rest. But, the blues are NOT the same as major clinical depression. Yes, very much so. In fact, it's common.