Overwhelming? Yes.
Inexplicable? Sadly, far from it.
When I went through a period of unemployment I felt very depressed when I would wake up. I noticed when I started taking magnesium supplements (600mg a day) it went away. It wasn’t a cure all, but it made the overpowering early morning depression go away.
I don’t really feel worse (noticeably) at those times vs. any other. Though I’m rather depressed, so… As long as I can go back to sleep, I feel happy that I get to sleep more! This morning, however, I woke up doing something naughty to my husband that carried over from my dream, which was nice, since I actually got to go on from there. 