There are many early warning signals of depression that are usually overlooked or attributed to other causes.

They include:

changes in our speaking patterns
for unipolar depression:
speaking more softly than usual
sighing more frequently
speaking more slowly than usual
speaking less than usual
for the manic phases of bipolar depression:
speaking louder than usual
speaking faster than usual
speaking more than usual

choice of language:
for either:
starting to curse
using stock phrases like "always, never"
for manic phases:
repeating phrases or sentences or ideas

changes in our body movements
for unipolar depression:
slower movements
fewer movements
for the manic phases of bipolar depression:
faster movements or jerky movements
more movements
jiggling legs and feet, biting of lips, chewing fingernails, cracking knuckles

changes in posture
for unipolar depression:
slumped shoulders and back muscles
lowered head and eyes
for the manic phases of bipolar depression:
when angry, puffed up chest, squared shoulders,
jutted out chin, tightened muscles and fists

changes in energy level
for unipolar depression:
feeling like you have "molasses" for blood
chronic fatigue
for manic phases
adrenaline rushes
boundless energy

changes in body aches and pains
for either:
headaches, neck or back pain, jaw pain from night grinding of teeth

emergence of habits
for either:
smoking, drinking, using drugs, out of control spending

annoyance threshold
for either:
faster irritability
out of proportion reactions
snapping at loved ones

handwriting changes
for either:
increased sloppiness or misspelling more than usual