"You will know the truth, and the truth will set you free" (John 8:32). If you are in a depression you are not free. A doctor told me that the reason it is called depression is that it depresses the functions of the body. You might not be able to explain it, but you have a sense that something isn't right. You have the feeling that there is room for improvement. Something might have been present for many years and you aren't very aware of it and it has been hard to detect.
You are healthy when your body works properly. But there are holistic aspects of your being involving emotions, feelings, mood, thoughts and behavior. This is your overall well-being or mental health. If you get physically sick it is called an illness. Most people don't worry about catching a cold. A mental problem would be categorized as mental illness. Thoughts or actions might surface that others may notice which could lead to a crisis. Changes in behavior could be warning signs. Depression is a highly treatable condition. It is more common in our society than you might think. Treatment can help you understand your condition and change how you think about it, in part by identifying steps to improve your response to emotional triggers, stressful situations, and other challenges in life. But depressed people often don't seek treatment possibly because they don't even recognize they have a treatable disorder.