When you think of depression, do you think of someone being shut down, withdrawn, flat? That can be the appearance but in fact depressed people are highly emotionally aroused. This is due to the high levels of the stress hormone, cortisol, being produced which is responsible for the fight or flight response. A depressed person’s attention is very focused on their problems – they are in a negative trance state much of the time, seeing the world through a negative filter.
They will be continually worrying about the future – imagining and expecting the worst or going over past negative events – and re-experiencing the associated emotions.
Such extreme emotional arousal necessitates a longer period of dream (REM) sleep to deactivate the emotion. The extra REM sleep means a deficit of restorative slow wave sleep and so depressed people wake up the next day feeling tired and unmotivated. Not a great way to start the day and so concentration may be poor, energy low, less gets done, the person worries more and feels less like seeing people, and so the cycle of depression continues. The depression spirals deeper until something changes to break this cycle.
The initial trigger for the worrying is always related to unmet emotional needs. E.g. the need for security being challenged by threat of job loss or the need for a feeling of achievement being compromised by poor exam performance, etc.