| Major depression could be a sign that you're following the same routine over and over again. Depression and stress are the end results of allowing something to build up over time; the best thing to do is realize a potential problem before it is able to build up to a point where it's a depression or stress factor. With going to the gym, simply allowing rest and mixing up the program from time to time (ie. going outside to run or something) can prevent you from becoming depressed or stressed.
For overtraining, it's varies from person to person. No one can tell you that you're overtraining, and there isn't one factor that determines overtraining. Physically pushing your body can be both exciting, but exhausting. The only easy day was yesterday. Just listen to your body and understand your limitations. Now if you're like one of those people who walked 1.5 mph on the treadmill and then call it a day cause your legs are sore, then you need to check it. But if you just ran 5 miles, and lifted some weights, it might be a good idea to call it a day.  | 
