The symptoms are vast and can be a little different for each person depending on the type and severity of their Major depression.
A constant feeling of impending doom (as if something horrible has happened, yet nothing bad has really happened)
Exhaustion, yet at the same time you can't sleep because every nerve in your mind and body is standing on end. When you do manage to sleep then you can't wake up and get moving.
Complete loss of appitite
Massive hopelessness. (nothing matters and your world becomes very dark)
Trembling, My body will tremble from the core out to every extremity and it NEVER goes away.
Complete loss of consentration. You can't hold a prouctive thought in your head, nor can you remember things very well.
I also get severe dizziness and vertigo. (thats when I know it's getting really bad)
So I guess in a nut shell, Depression pretty much feels like living in the depths of hell and the torment is almost more than the human body can endure.
(the above would be a good description of very severe Refractory Depression. Your depression may only be mild to moderate in which case your symptoms may not be as bad)
Keep in mind that even Mild to moderate depression can still be difficult to live with unless properly treated.
As for Severe Depression.... Meds are simply not a choice, they are an absolute nessesity if you want to stay alive.