I do want to preface what I'm about to say with this brief mention that I am by no means saying anyone in this thread that is dealing with depression isn't. I would never suggest that.
That said, during the school year my mentor teacher was telling me about her partner, who is a psychologist. Apparently, from what her partner said, a lot of the younger folks she works with who said they were experiencing depression and anxiety weren't actually depressed in the clinical sense, or having anxiety like some of the more extreme cases; rather, the young folks she worked with didn't have the knowledge of how to cope with the feelings they had, and simply characterized it as worse than it actually was, because they didn't have any effective ways to cope.
I personally feel that the world we currently inhabit doesn't give enough support for mental health or coping mechanisms. A good portion of the world invalidates sadness or anger, rather than treating them as real emotions that we all need to sift through and understand better. Of course, that also depends upon race, gender, cultural background, etc. It's such a complex issue, but that's no excuse to not do anything to make things better.
I do have to wonder, and therefore may have to do some reading myself, on what the connections of a lack of coping mechanisms and developing actual clinical depression or anxiety. I simply don't think we do enough to help folks as they grow and experience things that require tools to cope.