You could literally win a lottery, and feel that the world hates you.
Your thought process would go - I won a lottery, but I still feel dead inside. Why go on, there isn't anything for live for.
I hate to use an example to explain depression, because its always "explainable", but hopefully as a vignette into what every waking moment of life is like for someone with depression, it should serve its purpose.
Edit: grammar in last para.
If you want a good description of how Clinical Depression varies wildly from 'rational depression,' read the Andrew Solomon's book The Noonday Demon. It's well written and, at least for me, expanded my perspective of how little I understood of severe depression.
http://en.wikipedia.org/wiki/The_Noonday_Demon:_An_Atlas_of_...