Living in a country that has twice as long winter than most others, I know quite a bit about SAD, or Seasonal Affective Disorder.
What happens, in layman's terms, is that the body has a reaction to the lack of sunlight, which causes us to feel inexplicably tired and drained of energy. We feel sad and restless, and left untreated these symptoms can develop into a serious and dangerous depression.
Instead of feeling like weirdoes for having "shameful" psychological problems, we should recognize this for what it is; our bodies' natural physical reaction to the changes in the environment. Sort of like when we breathe in fumes from a car, and the carbon dioxide causes us to cough.
Just like we protect our health by avoiding to have a pick nick next to a running car, we need to protect our health against the lack-of-light depression.
In those cases where the symptoms are very strong, some doctors prescribe medicine and light-therapy, where the patient is exposed to hours of strong lights. People who have strong feelings of depression should most definitely seek medical care. This is a serious physical, not mental disease!
Those who are only having a mild case of The Blues, however, may try doing a little health treatment at home.