Great topic!

One basic self-observation from years of depression and anxiety is that I am erratically both oversensitive and under-sensitive to pain. Sometimes painful stimuli elicit a response far beyond what they would normally warrant, such as feeling global pain and descending into deep personal withdrawal after bumping into a chair. At other times I find I've cut or burned myself with no memory of the incident.

All I can say as a depressed person is my nervous system is somehow out of whack.