Being unhappy doesn't necessarily affect every aspect of your life or stop you enjoying the parts that are good.
You may feel a bit P***** off if your boyfriend dumps you but it doesn't automatically follow you would become depressed. You can be unhappy about a certain part of your life or about your looks/money/situation but you can still laugh and be happy at other times when the upset is lessened. It doesn't usually have long term affects on health, appetite and sleep patterns, at least not when the problem has gone or been dealt with.
However with depression, speaking personally from experience, you wake with a feeling of dread and feel flat, low and desperately unhappy all through the day. You don't want to eat, get dressed, leave the house or on really bad days, live. Your sleep patterns are affected, you may get headaches. I also suffered from days of laying in bed sobbing uncontrollably. It is very difficult to see any hope or light at the end of the tunnel. It is a very frightening, dark and lonely place to be. You may have feelings of self loathing and tend to brood over things, blowing them out of all prortion. It is a very self obsessed illness as you are completely consumed in your own dark cloud and others may find it hard to understand or sympathise.
Is that any help?