I have a dulled sense of myself. If I'm uncomfortable or even in pain, it takes me a while to realize it. On the other hand, my pain-tolerance has become extremely erratic. Sometimes something that should cause pain doesn't, or at least it doesn't register much with me (I'm too apathetic to care about the pain?). At other times something minor, such as brushing lightly against a piece of furniture, will register as nearly unbearable pain or startle me greatly.

EDIT: Experiences like these tend to confirm for me that depression has a neurological component.