What are your thoughts on depression?

I don't understand it that well. I have a strong sense of "mind of matter" so personally I'm usually able to stave off negative emotions by making a conscious effort. Every now and then I feel depressed but never for more than a day or two. So I don't really know how to relate to someone who struggles with depression. I've been told it's pretty grim though. Depressed people have told me that sometimes they don't even feel sad or despondent so much as they just feel a lack of anything.