For major depression, you may experience a sad or depressed mood, or an inability to feel pleasure, plus five or more of the following symptoms, for at least a two-week period.1  Feelings of guilt, worthlessness, helplessness, or hopelessness. 2  Loss of interest or pleasure in usual activities, including sex.hen you have depression, it's more than feeling sad. Intense feelings of sadness and other symptoms, like losing interest in things you enjoy, may last for a while. Depression is a medical illness, not a sign of weakness.