Personaly, I think that is common. At least, it is with me. I know that I am depressed, I knew it way b4 my dx. But sometimes, I think "No I'm okay," or "you're just having a bad day" etc.
And as far as having anything to be depressed about-well, I am often the most depressed when things are going great. Of course, I am just talking from personal experience. But you are doing nothing wrong by feeling the way you do.