Some depressions are situational like after a traumatic event. Death of a loved one, loss of a job and so on. Most are caused by a chemical imbalance in the brain's neurotransmitters and can strike anyone, anytime. It's not a phase, it's an illness just like diabetes or heart disease and there are many treatment options available if you need them.
You might consider making a doctor's appointment for a physical exam and bloodwork to rule out any underlying physical problems. Discuss your feelings honestly with your doctor and get his/her professional advice.