Depression often comes with a feeling of being numb inside. There is no interest in anything, normal senses seem dull and you feel like a ghost.
There is actually a rare disorder called copard's syndrome where the person truly beieves that they are dead. Its extremely rare though, so I wouldn't worry about it.

When I was at my worst, I can remember feeling like I didn't exist to the point where I would cross the street with cars coming. I believed that if I didn't look at them, they wouldn't be real and therefore couldn't hit me.

Its hard being stuck in a slump like that. Soon it becomes a vicious cycle. You don't want to go out, so you stay in and play video games which isolate you from people which in turn makes you feel worse. If you don't already have a therapist, its probably time to get one. We can't always climb out of the hold by ourselves. If you are living alone, and able to, you might consider getting a dog. Its not a cure, but they are very sensitive to your emotions and give you something to care about and something that needs you. It won't solve your problem, but it will keep you from being alone.

Sam2