I use "clinical depression" and "being depressed" to differentiate between a medical condition and a normal emotional response, because the two are different. If being depressed is like having a wet blanket thrown over you, clinical depression is like having a heavy wet blanket made of lead thrown over you and nailed to the ground on all sides.
But yes, clinical depression is a real thing, though I sometimes wonder if it isn't overdiagnosed in my country. Sometimes, it can be resolved through lifestyle changes: reducing stress, eating better, etc. Other times, it is a basic chemical problem, often with a genetic cause, which can only (or best) be resolved through chemical means (medicine). In some cases, a person only needs low-dose medicine, or something to take in emergencies to get him or her through the really bad days.
Any psychiatrist worth his degree will tell you that each case is unique and requires treatment specific to that person: the idea of merely diagnosing an antidepressant to anyone who walks in and says "I feel sad" is dangerously irresponsible.
People who haven't had to suffer with mental illness usually just don't get it. One shouldn't begrudge them their good fortune, but it can certainly be exasperating to here people tell you to "just get over it." If it were that simple; if I could cure myself with a mere act of will, or by cutting off an arm, or by shooting you in the face, you'd best believe I would have done it a long time ago.