My experience- (if ya not depressed now you will be by the time youve read this!!)
You dont live.
You exist. Miserably.
And it stays that way unless you find some effort within yourself to change things, but its not easy, especially when you dont even see a point.
It got me 6years ago and has changed everything. Ruined relationships, cut every friend out of my life, lost jobs, behaved shamefully and recklessly etc etc.
My arm and thigh is scarred to hell from self-harming, ive took far too many drugs (legal and illegal) and while doing both together i was trying to pull the vein/nerve(what ever it was) out of my wrist with a pair of tweezers after slicing it open with a razor blade, then i just pulled my sleeve down and went into work the next day.
An overdose and collapsing in work almost cost me my career.
Ive starved myself down to 6st 12 (im 5'5) to escape feeling so low and to focus my mind on something other than death.
Its a pathetic and sad state to get into.

Ive been on medication for years and had loads of therapy. I finished a year of DBT therapy not so long ago which usually treats people with Borderline Personality Disorder, and its really helped.
Im much more in control of my thoughts and recognise when theyre not rational or are negative and im able to think about things instead of acting impulsivley and doing stupid things.
To look at me, you'd never know im in constant battle with myself. I get up, take the dogs out, go to work in a pharmacy, laugh, joke (ignore the anger inside) agonise over the biscuits, work hard, go out for my lunch break- starve/binge/puke, hang round the canal, looking at the bridge over the dual carridgeway or the train tracks, maybe on a better day go blow a load of money on clothes/make-up etc, back to work, drive home, have dinner with my mum (what a fat bitch i am for eating so much) get ready to go to boyfriends (nothing looks right because im an ugly cow etc) u get the idea.
Somedays you dont give a toss about anything and mite go and reveal far too much that youll feel ashamed about on a public forum!!!!

But there is hope. To look at me and talk to me you'd never know any of the above exists. I go to work, in a good relationship, have some interests and some things that i do actually enjoy, I can make plans etc etc.

It doesnt usually go this far though and lots of people go though up and down episodes in their lives, thats natural. But if something is bothering you and affecting your life then go speak to your gp sooner rather than later.