Sooner or later, everyone gets the blues. Feeling sadness, loneliness, or grief when you go through a difficult life experience is part of being human. And most of the time, you can continue to function. You know that in time you will bounce back, and you do.But what if you don't bounce back? What if your feelings of sadness linger, are excessive, or interfere with your work, sleep, or recreation? What if you're feeling fatigue or worthlessness, or experiencing weight changes along with your sadness? You may be experiencing major depression.