Hmmm... That's a difficult one. On one hand, I started becoming somewhat depressed as soon as I realized the fact that some day I was going to graduate, and so would all of my friends, and that we would just drift apart. That made me sad when I thought about it, but I didn't see the world as one gigantic pile of confusing BS. I think the real depression started when my best friend died from a drug overdose, and then shortly after, all my friends just sorta dissolved into non-existence. Sure, they're still around, but they apparently wanted nothing to do with me for months, maybe a year or more. A few eventually tried to come back around, but they mostly wanted to use me for things when they did. And some of them, I simply refused to try and reconnect with.
The depression comes and goes(usually goes away when I enter into a new relationship and then starts up again about 6 months into the relationship, or when the woman I'm with decides she can't stand me anymore, whichever comes first), but it seems like each time it comes back, it's harder and harder to shake it off. As time goes by, I feel like everything gets shittier in some way, or I become more aware of the shittiness that exists on this planet, which makes it harder to ignore and enjoy the things I normally would.
Edit: actually, now that I think about it, I've been depressed to some extent pretty much my entire life. I've always felt like my parents favored my brothers over me, and it clearly shows these days, much more clearly than ever. Everything I do is always "wrong..."