Clinical Depression does not define you. It does not make you deserve less than people who are not depressed. It is not something you should be embarrassed about and it is not something that should make you an easy target. Unfortunately, a lot of people do not understand that it is not your fault; It is no one's fault.
It is not just your surroundings that affect your feelings. It is also your brain, the chemicals it may or may not be producing enough of. Major changes can also cause issues.
It is definitely worth talking to a doctor if you have felt depressed for over two weeks. There are prescriptions that can help, and no it does not mean that you are crazy. Getting help makes it much better. Although you might be embarrassed or scared the faster the better.
If you are not able to go to a doctor and get the proper care I advise these things: exercising, singing, listening to music, talking to people you trust, and reaching out to people in similar positions. Clinical depression should not be taken lightly. It is not something to just brush off and say that you are ok.
If you have a friend who has seemed really down for a while then you have a couple options. If you know they have a supporting family you can talk to their family. You can also mention to them that no one deserves to feel that way and there are ways to help. If you are in school with them you can talk to a health teacher or a counselor in your school.