Depression is a strange and sneaky beast. Probably a good idea to see the therapist if only to disentangle whether you're depressed (major depressive disorder), or just having occasional 'down' times, or something in between (and there are others, including cyclothymia and dysthymia).
There are different ways of diagnosing, and self-monitoring, depression. The 'Burns Depression Inventory' is one, and should be findable on the web pretty easily. A briefer list, easier to apply, is in Kramer's _Against Depression_. This has 9 elements. The big two being anhedonia (unable to enjoy things that normally you do) and thoughts of self-harm. Since you mention being happy at times, the first doesn't seem a strong candidate, but it's a balance question --if most of the things that you normally enjoy no longer bring that feeling, then it's towards anhedonia. I say big two because Kramer's description is that to be depression (in sense of major depressive disorder), you need to have at least one of them, most of the time, for at least two weeks. I don't recall the entire rest of the list, but it includes things like disrupted sleep, destabilized weight (either gaining or losing significantly, without intending to), ...
Depression is a distinctly different thing than just feeling down. The usual problem is for someone who is depressed to get treated by friends and family as if they're just down, thence told to cheer up and such. The opposite is possible, so it could be that your comment your grandmother picked up on was just being down, rather than depressed. But, again, probably a good idea to check it out more thoroughly.
