For me, depression is many things:
*being in a room full of people and feeling completely alone (even though said people are friends)
*no emotions whatsoever - a void that is filled with a constant sadness, melancholy, etc
*loss of interest in life, but no energy to do anything about it
*sometimes, before I hit the depths, all I want to do is cry, and I often do - when I get so deep into my depression is when the emotions disappear
*getting out of bed is hard, impossible at times, as is taking care of basic needs - showering, eating, etc

If it lasts a day or two, I don't know that it's technically depression, supposedly (and please someone correct me if I'm wrong) depression is categorized by episodes lasting multiple weeks, or recurring episodes spreading over months.