Hey!
I have suffered from depression for about 1 year and i think i can elaborate:
First off, som say that "everybody are depressed at times" and stuff like that. That is not true. A depression DOES NOT feel like what you and i would call "being depressed", when you are having a depression you sink to such a shit state you loose all normal feelings (yep, that includes the feeling you normally associate with "being depressed", the person who are depressed are aware of this and feel like crap everyday because of it, but wont recognize it as a depression), and you walk around like a zombie. You also go into complete denial. The one person who can never, ever be trusted to diagnose a depression is the person who suffer from it, that is one of the thing that makes this decease so dangerous!.
So what are the symptoms? Well, its actually very easy to diagnose, just google for depression, symptoms, and you can easily find the list of strange ideas that a person suffering from depresion have. if you have many of those for a long time, you got a depression, and you got to see a doctor (a person who has a depression will allways invent all kinds of reasons why seing a doctor is a bad idea. BREAK THEIR LEGS AND DRAG THEM TO THE DOCTOR, SPEAKING AS SOMEONE WHO KNOWS, YOU ARE DOING THEM AN ENORMEOUS FAVOR!). As a rule of thump, if you begin to withdraw from friends and dont feel life is rewarding, and this goes on for a month, have suicidal thought (i reasoned: since i am only having THOUGHT, and dont actually have PLANS to kill myself, im golden. I was wrong :-) ).
Secondly, i think that the notion of "two types of depression, chemical and psychological" has been dropped. A depression is caused by the brain lacking certain chemicals which in result inhibit synapse firering. thats why it cant just be fixed by happy thought much like diabetis wont fix itself. the person suffering from depression wont believe that. see the note about breaking legs. I think i felt that directly, some times i would simply loose my train of thoughts and my ability to focus was so low that i at times LITTERALY could not read because i could not make the letters form words. that one felt kind of strange. I told myself that was due to "stress" :-).
Thirdly, depression is, in most cases, very easy to cure. You get some pills, you take on every morning, the brain gets the chemicals it need and in 6 weeks time you go back to normal. going back to normal from the depressed state was a very, very strange experience.
About jw's not having depression.. thats total bullshit. i know at least one who had one and i dont know many jws. and the thing about praying or being more spiritual, thats the worst advice you can give, since the person who is depressed blame him/herself for EVERYTHING and giving the person an additional reason why everything is his/her fault is not a good approach. secondly, it gives the person another excuse for going to the doctor, which he/she will be very happy for :-) .
(oh, and how did i go to the doctor? well, a friend of mine who had worked with depressed people spend a couple of hours going through the symptoms. i would not have done it on my own).