Being sad and being depressed are two different things. Also, people going through depression don't look so, while someone sad will look sad. The most common reaction is, 'How can you be depressed? You have everything going for you. You are the supposed number one heroine and have a plush home, car, movies... What else do you want?'
Your time is limited, so don't waste it living someone else's life. Don't be trapped by dogma - which is living with the results of other people's thinking. Don't let the noise of others' opinions drown out your own inner voice. And most important, have the courage to follow your heart and intuition.