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[asteria]

Lots of good advice here already, but I'll just add one thing for the OP:  planning a wedding is extremely stressful and can also trigger anxiety and depression.  Even if you enjoy the planning, you are still organising a major, life-changing event, one that can unexpectedly bring out both the best and worst in your family and friends. 
           

Yes. I just got married, and I have to second this. The pressure on me and everyone around me was a sneaky sort. I thought it was fun, and it was, but it changed me for a little while.

[ladle2thegrave]

I have a problem that is definitely relevant to the topic of depression / anxiety, but is somewhat different than what other posters in this thread have written about. My story:

I'm a second year doctoral student in a small department in a smaller sized university. It has been almost a year since I moved here, but I still feel like I haven't made any friends in the area yet. I am on good terms with all of the other graduate students in my department, but we are not a very social group and it seems like I have very little in common with them. The other students are a bit older than I am and are mostly settled and in very serious relationships.

Outside of my department, I've only met a handful of people. In general, people seem to like me when they meet me (or at least not actively dislike me) but it seems like everyone belongs to social groups that are difficult to break into. Now, I will readily admit that I am not the most socially gifted person. But a lot of the social situations that I encounter would be difficult to most people. It is really difficult to go to a party or a bar by yourself and just strike up conversations with strangers! I have been trying hard, and have done a lot of things to leave my comfort zone, but I can't seem to find anyone who I get along with or who wants to include me in social activities.

My research has been going really well and I LOVE my work, but over the summer the loneliness has been really getting to me and affecting my productivity. I'm starting to feel like I will never have friends or a relationship again, and I get into deep funks that last longer and longer. When I get into a bad mood, I feel like my life in academia is going to be one miserable move after another. I saw two therapists during the year, but I never felt like I was making much progress. I am baffled about what to do. It is hard to be friendly and outgoing when I'm feeling lonely and miserable all the time. I don't want to drop out of graduate school, work is the only thing that makes me happy.

Does anyone have any advice on how to deal with loneliness? Is this something that I should talk to my adviser about? How do I tell if this is part of "normal" grad school isolation, or if there is something really wrong with me?

[t_r_b]

There's nothing wrong with you. You just need to get out more and meet more people. Especially since you're in a small department, it's probably best to try to meet more people outside of your department. There are lots of threads on these fora that address this topic. This one, for example:

http://chronicle.com/forums/index.php/topic,52175.0.html

It's focused on LGBT stuff, but many of the same points apply to anyone. Instead of going to parties where you don't know anyone, do volunteer work or join community organizations or pursue some kind of athletic/artistic/political/charitable activity that exposes you to new people. Follow up on those relationships: some of them will blossom into real friendships.

Above all, just get yourself out of the house/library and away from the books for an hour or two each day. It'll do you a world of good. Social isolation is not a necessary characteristic of grad school: it's just a characteristic of many grad students who are letting grad school dominate their lives.

[samspade]

The semester I was going to take my comps, I went through a horrendous breakup that plunged me into a depression. I remember how impossible it was to motivate me to study or to even give a damn. Oddly, I was adjuncting and my time in the classroom was the only time I didn't feel depressed. In my case, it was work that got me through the bad times as I rediscovered a love of my field and gladly forgot my heartache by working nonstop. It also helped that my dad told me to get my head out my ass and get on with my life (we are not a touchy-feely kinda of family).  Everyone's experience with depression is different, there is no one answer. Dick Cavett had a wonderful article in the NY Times a month ago or so on his battle with depression. It reminded me that I am not the only one who has ever run aground on the shoals of life.