To be 'melancholy' is a brand of
sadness that is over thought, prolonged and can be caused by any reason regardless of its the magnitude. It's a very personal,
heavy weighing sadness. It has similar characteristics with
depression however, melancholy is an insidious sadness. It's more than simple desolation or dejection, melancholy feeds on pensive self reflection in such a low state, reflecting lower and lower on itself until you can't see anything other than sadness.
Example 1)
Person 1: I just went for a 5 hour walk, didn't bring any food or
water and just listened to music.
...
Person 1: It's 3 AM...
maybe I'll just eat
tomorrow.
...
Person 1: ... fuck I need to stop thinking about this so much, it's making me Melancholy.
...