Most people have an occasional bad day, sometimes for no particular reason. We also experience sadness after an upsetting event. Usually, except for the most serious event, we can carry on our normal routine, we can concentrate on what we want to, and we can be distracted. We expect that the sadness will improve as the cause for it recedes into the past.
Most people deal with it and get over it without professional assistance.
Depression, or the clinical illness of depression, is quite a different situation. The emotion may be the same, but it is accompanied by a set of physical and psychological symptoms, and is unrelenting, inescapable, and disabling. The failure to think of depressive disorder as an illness is probably one of the most serious mistakes in medicine today. About 5.2 percent of men and 10.2 percent of women can be expected to have a depressive disorder during their lifetime. They are different than their usual selves.