According to the Daily Mail (oracle of all that is good and just and generally untrue), we're not depressed, but simply stressed!...which will sometimes lead to one becoming depressed.
It's all too easy nowadays, our lives have little meaning, surviving isn't so hard (comparitively, I'll let you offer up your own comparisons), and our ambitions seem rather silly when held next to those of our Grandparents/elders/forebearers/whatever. [insert details of the difficulties of living in war-torn/post-war ravaged europe here]
But essentially it seems fairly true; when we lack something of substance to complain about or to point the finger at for the reason why we feel less than the greatness we're told we should always feel, since we've never had it so good, we delve into the minutiae of our psyche, analysing and dismantling ourselves til we have a suitable facade with which we may convincingly dissemble our supposedly lack-lustre appearance with.
So like your Grandmother might say, shut up and get on with it. Life sucks (there are some sparkly moments throughout the experience) The ethereal happy contented part comes when you're dead.