Various. In terms of a single drink or a couple of drinks, it will exaggerate the usual side-effects, may make you more drowsy and more impaired as a driver than usual. It will of iteself worsen a depression and make one more impulsive. Initially one might feel a bit better briefly, but this is only th first stage of its sedation of one's brain functions.
More chronically, it worsens depression and reduces the effectiveness of antidepressants.