Low mood, Anxiety, Delusions, Memory and concentration problems, Loss of interest in things you used to enjoy - one may think these are no big deal but just a normal reaction to stress at work, overdue bills, taxes, family quarrels or whatever.
However, when these symptoms are followed by sleep problems (either insomnia or oversleeping), eating disorders (increase or decrease in appetite), constipation, period irregularities, decreased libido, constant feeling of tiredness - one of the most possible diagnosis’ is depression.
It is obvious that to get over negative symptoms of a sickness one should understand it's origin. In this post I would like to quote one of the clearest yet simple explanations on how depression occurs I've ever read:
"The stress system relies on two key hormones: adrenaline and cortisol. In short, adrenaline works in the short term, while cortisol has large momentum and works in the long term.
It is important to realize that the stress system can also be activated if your brain perceives danger or any kind of threat. In the first stage, this triggers the release of adrenaline into the bloodstream to prepare the body for action. As a result, your heart beats faster, you begin to sweat, your breath becomes shallower, and your senses become more acute. This is the so-called fight or flight response to the stressor event, and was quite adequate during most of our evolution, when these events were quite specific and usually short-term. Problems with chronic stress arise because in a modern society we cannot escape easily from the stressor, be it an overbearing boss, crowded cities, or traffic jams.
The effect of the stress hormones on the brain is curious and not what you might expect. The initial surge of adrenaline will make you feel good, though not quite in the same way as with serotonin. The difference is that adrenaline will make you feel euphoric and accelerated, whereas serotonin produces a state which could be described as that of quiet bliss. However, as far as the communication between neurons is concerned, adrenaline can compensate for low levels of serotonin. There is, alas, a serious drawback of adrenaline: together with it comes cortisol, the yang of the stress hormones. 
Just as your levels of adrenaline start coming down, so rises the amount of cortisol flowing through your veins. Moreover, cortisol has a much larger momentum than adrenaline, which means that even though it builds up slowly, it also takes a long time to go back to normal. And should you constantly be engaging in activities which require adrenaline, so will your levels of cortisol slowly increase. Together with the rise of cortisol and the decrease of adrenaline, come the nasty side-effects of the stress hormones. It is at this moment that you feel bad, anxious, and having lots of negative thoughts.
To complete the picture of how chronic stress causes depression, there remains one critical factor to be explained: high-levels of stress hormones will over time diminish your brain's ability to produce serotonin. The exact mechanism by which this happens is still subject to discussion, but the general consensus is that sleep is the key. The reason is that higher levels of stress hormones mean less sleep, which is fundamental for the brain to restore its ability to produce serotonin".
from: Demystifying Depression by Name of Feather
If you came this far, I hope you have understood the basics of how the depression build-up works: More stress hormones mean less happiness hormones which means depression. Now as we know the roots of evil we may proceed to cure methods.
