Depression can be many signs & symptoms:

Feelings of hopelessness, pessimism.
You feel that life has/is 'passing you by'.
You don't want to see people or are scared to be left alone. Social activity may feel hard or impossible.
Feelings of guilt, worthlessness, helplessness.
Persistent sad, anxious, or "empty" mood.
You feel exhausted a lot of the time with no energy.
You feel as if even the smallest tasks are sometimes impossible.
You spend a lot of time thinking about what has gone wrong, what will go wrong or what is wrong about yourself as a person. You may also feel guilty sometimes about being critical of others (or even thinking critically about them).
Loss of interest in previously pleasurable activities.
You feel a burden to others.
You sometimes feel that life isn't worth living.
You feel you have no confidence.
You have difficulty sleeping or wake up very early in the morning and can't sleep again.

Physical Symptoms of Depression include:
Changes in weight - either significant loss or gain in weight.
Restlessness, fatigue.
Physical aches and pains, sometimes with the fear that you are seriously ill.

Some more Severe Symptoms of Depression include:
Thoughts about death or suicide.
Increased heart beat
Poor concentration, memory or attention.

Importantly, there are also other illnesses which may produce similar symptoms to depression, and that require a very different treatment. Your doctor will be able to test for these.

The way our thought process works, how depression affects our biology and where the physical symptoms of depression come from are the most vital pieces of information needed to Understand Depression.