What to do if i see a dark figure when severely depressed. do i have a mental problem?

Depression: I can't diagnose you on line. But you did note that you become severely depressed. When a person is severely depressed sometimes the lines with reality can blur. Encourage you strongly to see your physician for a medical evaluation & to work with a psychologist &/ or a psychiatrist. Depression can really compromise your quality of life but it is treatable. Take care.