Depression doesn't necessarily have a reason. I might say I feel a bit depressed today because so and so died recently. That is not the same as being medically depressed.
Some people with the most awesome of lives and everything they could possibly want could get depressed due to a chemical inbalance in the brain.-
Agreeing with what ---- said and adding my own bit here, it's going to lack coherency I am sure, but i'll try anyway.
Perhaps this is true to a certain degree (MIGta), but to be honest, I do not quite agree completely, I've had depression set on a few times, I wouldn't say it had gotten particularly bad as far as depression goes, But I definitely had it, I know because of how much better I felt after getting out of it, and i've discovered that is quite often down to the individual, to a large degree if you have it or not, no I am not referring to genes, I am referring to your conscious brain.
Depression generally starts with yourself, you start these negative thoughts and way of thinking and it spirals downhill from there and becomes a cycle, this often happens due to the situation you are in, if you are unhappy that is usually down to your life circumstances, if you are becoming depressed it means you are lacking something in your life, or something needs to change. Perhaps you need to move, you need to change job, change career, perhaps you need to find new friends, or socialize and get out far more often with the ones you have, perhaps you need to take a holiday and visit family, perhaps you need to start fitness training, or perhaps, you simply need to change your way of thinking and nothing more, however this is more easily accomplished with a change of lifestyle, for some people, their depression never really goes away completely, but these things greatly improve it. If you just tell yourself with real gusto, that you don't want to be depressed, and you want tp change your life, you can do so, It's very hard to explain exactly how to do this, but if you believe you can, it will.
I remember a friend of mine who was widely outside my friend circle, from about 13-14 on was very much a loner, I was his only real friend at the time, he was suffering with crippling anxiety that he says is in his family (Resigning himself to 'facts), he never wanted to go shopping centres or movie theatres, he was always sickly, he hardly ever went to school, he got tired quickly even with enough sleep and fitness and he generally just didn't want to leave his house. I pushed him and I pushed him pretty much every day just nagging at him to come and do stuff, slowly he did come and do more things, I talked to him about some of the sh*t I mentioned above and then over the course of like three years from 15 to 18, in that time there was a life changing kind of thing, their family moved, he had been my next-door neighbour since I was just a kid, the move was terrible for him at first and I was back at square one, but again I persisted, I went and visited him every few days, it was a new suburb, he did nothing for a long time, but I pushed him to come do things, even to just walk to the local shops, or kick the footy, over time he wanted to do more and something in his head changed, he got back into sports, he started meeting people, got a girlfriend again, has several jobs now, started buying and fixing up cars, joined a gym more recently and goes every day, he became proactive about things and got his license and was up to do anything, his anxiety is pretty much in the past, he has stopped taking his cocktail of medicines while his mother is still depressed and relies on weed every day with his father to keep herself happy while he's gone and changed his life within the constraints of who he lives with and his socio-economic background and has become a much happier person for it. I use him as an example because he was a pretty extreme case.
Now MIG you mention people who have 'everything'. Well I believe for those people they are still lacking something in life, for rich people they have money, so they lose their goals, they don't have that constant thing to work for so they can buy that next holiday sort of thing, so I think they just feel as if things lose meaning when there is nothing holding them back. Which isn't really true, you just need to find the meaning in other places.