The holidays can be a tough time for people, and can bring out depression in people. If you've never been clinically depressed it can be hard to understand what it means to be depressed. A friend on mine who's depressed, on meds, etc., explained it to me like this:
One thing that always gets to me is the sense that, whenever I tell people I'm depressed, they hear me say "I'm sad." So they think "Well, I got sad when my puppy died/my girlfriend left me/N*Sync broke up" and proceed to tell me how they got over that. I smile politely and pour another drink.
They're just not the same thing.
If you're depressed, talk to a professional, and try to follow his/her recommendations for medication and/or therapy.