Does depression cause your sight to narrow and your vision to be very spacey?

No. Depression by itself would not likely be responsible for isolated vision changes. However, medications used to treat depression can cause many vision side effects. Also, migraine headaches which can be associated with depression can cause similar symptoms.
Depression. I think you may be referring to some transitory effects associated with panic disorder or anxiety attacks. If this occurs to you i would advise you to seek the consultation of an ophthalmologist.