It can be difficult to figure out the difference when “depression” and when feeling "sad" or "down” share so many overlapping similarities. So to start with yes, it is normal and even healthy to experience sadness at times in our lives, as a part of the full range of human experiences. We may feel an appropriate sense of sadness or grief after a funeral or the death/illness of someone special. We might feel appropriately sad when we learn of someone’s suffering.
Low moods might improve with time and not much else. Sometimes sadness can also turn into depression. What causes depression is complex, varied and best saved for a future post perhaps. What is different about depression is that it does not pass nor improve just with the passing of time. Depression is a clinical diagnosis that needs to be determined by someone knowledgeable like a psychologist, psychiatrist, medical doctor, social worker, or mental health worker. Do not try to self diagnose yourself on Google, as convenient as that may be. This is a term that is overused; often mis-used in daily conversations and in the media so much that its meaning is made unclear. It is usually treatable and reversible with the right kind of support and treatment. Everyone is different in terms of what kind of treatment works for them and the good news is that we now have a wide range of different types of therapy and treatments accessible to most of us. See a provider and describe what you notice. He/She/They can then start the diagnosis process and figure out what treatment options you want to begin exploring.