Clinical depression is horrible, trust me, been there, done that, got the tee-shirt. Took me about 10 years to really come round, the right drugs helped, as did (eventually) getting to see a shrink who knew what the crack was. 9/10 GPs haven't a scooby.
I have a young cousin-by-marriage who has tried to kill himself about three times. Lovely lad. The sort you might want your daughter to marry if you knew him. But he's there at the back of my mind all the time, because I know that one day he might just succeed. What it must be like to be his Mum, Dad or girlfriend I shudder to think. I'd not be able to sleep.
A lot of people think depression is just like feeling low - as everyone in the world is some of the time. It's not. It's multiple times worse, and very hard to explain to anyone who hasn't experienced it.
So if you think you are depressed - don't shrug it off. Get help ASAP. The quicker it is sorted, the smaller the hassle and the danger.