same thing used to happen to me, only i still recognize myself. i just get scared and start to cry for no particular reason at all, although sometimes, i can say that it's due to "memories" that get in my head that scares me.
not sure if we can call that depression as it is, but it's definitely connected to it. maybe it's caused by "unbelievable" or rather things that are hard for you to cope up with, especially if you have acceptance issues.