In my experience, depression is emptiness.
Depression is commonly depicted in art as a dark and empty expanse enveloping its host. While enveloped, the amplitude of one's emotions decreases significantly. Happiness, sadness, and even anger become distant, as though you are hearing their reverberated echo rather than the immediate source. This can go on for weeks, even months at a time. And then when you are finally used to only feeling echoes, a real emotion sneaks up on you and it is deafening.
Depression can come about in many different ways. Mine seems to be genetic. My suicidal thoughts started at the age of 9 and persisted until a series of complicated and unimportant events led me to get help. The pills took multiple months to kick in, but they didn't bring me happiness. Looking back, I don't think I was ready for that yet. I needed something to stabilize me, calm the suicidal thoughts that were wreaking havoc in my brain so that I could be a functional human being again. One day I looked up at the sky and something clicked. The clouds looked beautiful, and brought me a subtle joy that I had previously lost any hope of feeling again.