Disclaimer: Not mine.
Melancholia is a mental disorder of great depression of spirits and excessive brooding without apparent cause. At least, that's what the dictionary says. Webster's Dictionary, to be precise. Little orange book that I bought for some reason and never got rid of. It isn't really much help. I prefer the unabridged version. Big blue thing that weighs about ten pounds, and I don't even think I'm exaggerating.
Well, I don't think I have melancholia, because I have a reason for excessive brooding and a great depression of spirits.
Of course, mostly, I just refer to it as being blue.