Depression can take many forms, and I know this because I myself have experienced it in several forms over the course of my years - often it changed when my circumstances changed.
I do believe depression can be overcome, but it requires a lot of change internally, externally (you might need to change a lot of things in your day-to-day life), and sometimed medications are required. Therapy can help you with the first two parts.
Medication does not help everyone, however, and in my opinion, those who prescribe meds are sometimes not very discerning. You say you need some, they give you some. Simple as that. You tell them it's not working out with you, they move on to the next med.
Therefore, I really suggest seeing a therapist first. Therapy can help you in ways that drugs cannot.
As for my own depression...it had been going on for years, but I thought it was only due to my environment (abusive parents) and I thought everything would be better when I left home.
Things only got worse when I left home.
It got to the point where not only was I apathetic about everything in life and my entire future, but there were times when I was in physical pain because I hated myself/my life so much. It's hard to describe, but when there is physical pain involved, when this pain gets so bad that you think you would do anything you could to stop it....when you put yourself in bad situations because you feel you don't deserve anything good in life...that's when you know it's time to see a doctor for medication. That's when you know therapy isn't cutting it.
Personally, meds didn't do wonders for me. One medication made me gain weight and get kind of crazy for a while. Another one seemed to help at first but when circumstances made me go cold turkey, I didn't notice anything different.
Umm...other than that, for those of you with extreme mood swings, you might be bipolar, which is (I've heard) harder to treat in most cases.
...However, many people who are depressed have good times and bad times. You have to decide whether the good times and the bad times balance out. How bad are the bad times? How often do they come? Are there even any good times?
Some of my depressive states have just been a complete lack of feeling towards anything. Apathy and avoidance at it's best.
And to top it off, for most of the time that I have been depressed, I have had a healthy social life. Most of the time when I was with people, I would just get quieter when I wasn't feeling so great, or if I 'crashed' (I had moodswings), I would make an excuse to go home, so as to not pull others around me down.
Others who didn't know me that well often said I was always the one smiling.
Just becuase what you think may be depression may not be as extreme as what others are describing doesn't mean you don't have it at all. Like I said, it takes many forms, and can occur in various levels of intensity.
To close up, I will, once more, suggest seeing a therapist. Even if you think the problem is as small as you bottling things up, the therapist can probably help. Might as well go and sort out current problems before they turn into bigger ones, eh?