In my own experience, it was a sense of worthlessness that seeped into me daily. I was newly married, my wife supportive, but it was constantly between us. "How did it go today, did you find anything interesting? No - ok, no worries, I'm sure something will pop up."
Deep depression and a sense that you are failing your family, that if you had tried harder maybe it wouldn't have happened, that you arn't successful and that is why noone would want to have you.
Funny. I had thought I was over it - its been a long long long time - but I find myself affected even writing this.