What happens overnight through sleep that when i wake up i feel really really depressed please ?

Sleep/Wake Cycle: In some types of depression, the symptoms are worse in the morning. Sometimes if your "body clock" is out of synch, you may also have depressed mood in the morning. Keeping a regular sleep/wake cycle may improve your symptoms. If not, you should have an assessment for depression.

There is a lot we: don't know about your sleep habitus. Would encourage medical assessment. Need to rule ouf depression.