There is no way to accurately determine when ordinary sadness progresses into a depressive state, nevertheless they are quite clearly identifiable. Sadness has a certain cause, it lasts for a while (usually a few months) and at some point begins to slowly fade away. This is where the old cliché that time heals everything comes from. Yes, time definitely heals the healthy sadness, but not depression.
Sometimes this condition, instead of fading, grows into existential grief, which little by little covers all aspects of everyday life and builds up in the consciousness as a permanent state of despair. Then it manifests on a physiological level, serotonin levels may be insufficient for the normal functioning of the individual, and the condition becomes incapacitating. It has to be treated on several fronts – with medications (especially in severe cases), with exercises – meditation, cognitive behavioral methods, and last but not least with psychoanalysis or other types of depth psychotherapy. In a long-term depression, the root of the problem is usually less clear.
Thoughts of suicide or self-harm usually come at a time when it is no longer possible to deal with so much psychological tension. In this state of helplessness the only way out seems to be actual physical pain. These are quite typical for depressive states. The client should not be afraid of them but it is very important to share them with the therapist, so that they may better help them in their path of recovery.
Remember that deep depression and suicidal thoughts should be consulted first with medical professionals and clinical psychologists. Online counseling can only be considered as complimentary help for less serious conditions.