Ever since kindergarten, when I realized that teachers focused more on complimenting you after you made a mistake (ie. they'd only compliment you're ability to spell a word if you'd previously failed to spell it correctly), I've hated compliments. Telling me I'm doing well makes me feel like a failure, complimenting my appearance makes me feel ugly, saying I'm smart makes me feel like a moron.
When people try to get into my inane interests (videogames, sci fi, fantasy) to get closer to me, it makes feel a deep, undirected pity. I don't feel sorry for the person, or for me, I just sort of recognize that something about the whole situation is pathetic.
Seeing those sort of genuinely happy, eternally enthusiastic, intense people try to cheer up someone who's deeply depressed. Watching normal (read: occasionally happy, occasionally sad) people be supportive of depressed people is fine, as is watching superhappy people be there for normal people, but the interaction between the superhappy and the depressed is just depressing. I feel as bad for the superhappy person as I do for the depressed person in these situations. There's just such a huge gap between them.
I used to feel this profound horror about a lot of things, like Quantum Immortality, alternative views of time where the past and future are as real as the "present", the impossibility of preserving human life for eternity, the moral ambiguity of things like the hedonistic imperative (where it's either something we absolutely must do, or something we absolutely must not do), the radical-ness of radical empiricism, et cetera. I'd spend whole months feeling like my ribcage was about to split open so my heart could rush out and escape the horror, but now? I've become completely apathetic; I've lost the horror, and that makes me sad. That horror was unpleasant, but it was also the most profound sort of experience I've ever had.
Then there are about a thousand little things that might remind me of the way I was at some earlier point and make me feel like crap about it.