In my experience, depression is emptiness.
Depression is an empty expanse enveloping its host. While enveloped, emotions feel less. Happiness, sadness, and anger become distant, as though you are only experiencing their reverberated echo. This can go on for weeks, even months at a time. When you are used to only feeling echoes, a real emotion sneaks up on you and it is deafening.
Sources for depression vary. Mine seems to be genetic. My suicidal thoughts started at the age of 9 and persisted well into high school. The pills took multiple months to kick in, but they didn't bring me happiness. In hindsight, I was not ready for that yet. I needed something to stabilize me. To calm the intrusive thoughts in my brain so that I could be a functional human being again. One day I looked up at the sky and it appeared beautiful. The clouds brought me a subtle joy that I had once lost hope of feeling again.