If so, what other problems do you think depression is linked with?

Depression could be linked to anxiety and general low moods. As far as I'm aware, a lot of people who suffer with addiction also suffer from mental disorders like depression

Depression can be linked to any number of different things. Anxiety is a common one you hear with depression. Eating disorders also go hand in hand with depression. They can either cause, or be caused by, depression. For example, a divorce in the family can cause depression, while depression is able to case an eating disorder. Any form of abuse, drug, physical, emotional, etc.. can lead to depression, or vice versa. It really depends on the person, and what they've gone through.

Depression is rarely a 'stand alone' condition. Because it limits a persons ability to initiate activities and maintain focus, it can also bring on a Generalized Anxiety (Disorder), which might be viewed as a realization that something is Wrong and the lack of the ability to successfully cope or manage that feeling. Also, many people with depression suffer from sleep disturbances. Whether it be nightmares, being unable to sleep, or sleeping in excess, the normal state of alertness is gone. Apathy is another common side effect of Depression: not being able to feel good, or even much at all; which can interfere with relationships and obligations. Also, frequently, a person looses interest in those things which formerly were found to be pleasurable. All of these symptoms rob life of it's joy and meaning, and often begin a slide in to suicidal ideations (thinking about self-harm). These thoughts in turn bring on a sense of alarm, triggering a cascade of all the aforementioned symptoms. If these feelings and loss of functions persist for long enough, the person is at great risk for Financial, Social, and Physical ruin.

I think that depression often comes together with anxiety. I know, it seems stupid, because we usually define depression as "feeling nothing" and anxiety as "feeling too much" but as my psychiatrist said, "sometimes you feel so much, that you start feeling nothing" and it totally makes sense. Also, I believe that eating disorder (not eating or over eating), as well as sleep issues (sleeping too much or can't sleep at all) goes side by side with depression. Something that is very important to notice is suicidal thoughts. Poeple with depression is reporting them very often, so it's a risk factor :( Futhermore, I believe that low self-esteem, bullying has a lot to do with depression, but it's more like some causes than side effects.

Depression is linked with few factors. Suppressed emotion is common factor. Low energy is a physical symptom. Other physical symptoms can be poor sleeping and eating habits. Another indicator is if a person avoid doing the things they used to love such as Hobbies. Relationship is the another one, when the person depressed avoid their Friends, family and loved one. Usually depression can be caused by many reasons. Such as loss of a loved one. Bad and traumatic experience. Rejection and being Bullied. Chemical imbalance or lacking proper nutrition. Drug and Alcohol abuse. Relationship and family break ups. Treating depression can be hard and there are more than few way to treat. Therapy and medication and exercise can be useful.