Many people do not know the difference between sadness and the clinical depression found in psychiatric disorders, like those classified as Mood Disorders. They also do not have a clear idea about the difference between worry, fear and anxiety that rises to a level of clinical concern. They have even less of a clue whether the sadness they are feeling is a significant clinical problem, or just a feeling.
The main distinction is that clinical depression — or also in clinical ilevels of anxiety — these disorders are debilitating. True clinical disorders interfere with work or studies, often makes the social life of the patient and thier family miserable, and they usually come with unbelievably hard to take psychological pain. That is when psychologists call it names like clinical depression or Generalized Anxiety Disorder.
This confusion can cause a lot of problems, with armchair psychologist-wannabes giving overly simple advice to friends and family. These patients, who have real clinical problems and not normal mood swings, likely need instead a professional consultation. Clinically anxious people are not worry worts, they are typically racked with dread and living on a roller coaster. Clinically depressed persons may stay in bed for days, or alternatively sleep too little, and have no interest in the things they used to enjoy.