Depression. Hopelessness. Battle Weary. Despair. Many of us have used these terms to relay our feelings. I have been on this road.....a lot.
In light of Robin Williams' death, we have been encouraged to support the depressed. Pretty hard to do if you don't know if someone is in need of help. Personally, I think one of the worst things you can say to a depressed person is "Don't worry - Be Happy!" It only empathizes the point that they should not be blue and creates an overwhelming feeling of guilt.
I encourage you to watch David Letterman's tribute to Robin Williams linked here. David shared his relationship with his close friend of many years. As close as they were, Mr. Letterman had absolutely no idea of Robin Williams' pain.