Everyone feels down from time to time. Usually that feeling disappears by itself. Depression is different. The negative feelings are still there. The gloom you feel is much more intense and will persist. Nobody can cheer you up, nothing interests you anymore. You feel empty, worthless, guilty and lifeless. You feel tired and as if a kind of gray cloud has fallen over you, so things no longer touch you. You keep overthinking. You often feel anxious or tense without knowing why.
At a certain point you find yourself no longer able to function properly in your work or study. With a depression you feel depressed for more than 2 weeks and/or you do not feel like doing anything.
If the depression is severe or does not go away, it is probably best to consult a psychologist (and consider medication).