I don't think I suffer from it properly, but this last week I felt rather dispirited and a bit doom laden - and it's in the last couple of weeks that the difference in darkness times has become more noticeable, especially at going home time. Still, I work outdoors, so I get plenty of light. And I quite like winter - Christmas, and snow and all that.
It makes sense that so many suffer from it. We evolved near the Equator, where day length doesn't really vary, and biology involving hormones is probably pretty slow to evolve. Especially as we managed to cope with the cold and so on with clothes and fire - our bodies didn't really need to change so much.
Anyway, just think. Just a couple of months and a little bit, and the days do start to get longer again.