I want to know what is the difference between clinical depression that needs treating, and just regularly being depressed?

A thin line: I would be concerned if you are depressed, period! please get in to see your pcp, mental health professional or qualified person to help you deal with either one. This can be treated and you can feel better. Don't delay! go for help now.

Severity/functioning: Depressed mood is a normal part of life. It becomes a disorder when it lasts abnormally long (far outlives the depressing life event or circumstances) or when it becomes so severe that it affects your level of functioning (work, relationships) or affects your health (can't sleep, low energy, etc.) see a doctor and discuss what you're going through to get an accurate diagnosis.

Functioning is key: If the mood is affecting you ability to function as a member of your family or at work, then it may be clinical depression. Another way to distinguish the 2 is - if nothing, no good event or news improves your mood even transiently, it may be a sign of clinical depression.

Different severity: Depression is a mood disorder that can interfere with the pleasure of life experiences. Clinical depression is a more severe form which interferes with a person's ability to function properly in life activities.