Does the phrase "winter is coming" mean anything to you? No, not in relation to a book/tv series. I mean in relation to mental health. Ever noticed that you or someone you know gets more withdrawn, isolated or emotionally sensitive, can't explain why they feel sad, angry, or confused more heavily during the fall and/or winter months? If you've never heard of Seasonal Depression (aka Seasonal Affective Disorder, aka SAD), then you're about to.