Q:

Do I need the "the" in the following sentence: "Whenever I got depressed, (**the**) sounds seemed amplified"

Whenever I got depressed, (the) sounds amplified themselves ten or
  twenty times.

Why or why not?

A:

Sometimes there's a need for the:

I then lived near an underground tunnel, and even in my best moods I found  sounds of passing trains annoying. Whenever I got depressed, the sounds amplified themselves ten or twenty times.

Sometimes there's no need:

I was admitted to a psychiatric hospital for wearing ear mufflers at all times and behaving strangely. The matter is, I was depressed then. Whenever I got depressed, sounds amplified themselves ten or twenty times.

In the first text, "sounds" are mentioned in the first sentence, so in the second sentence we're referring to definite "sounds". 
In the second text, there's only one mention of "sounds". There is no prior mention, so no need for the. And from the context we understand that the author means "any sounds", that is, "sounds" in a generic sense.

Since the word "sounds" is not "modified" by phrases that could help the reader understand whether he/she knows these "sounds", we heavily rely on context in using or omitting the before it. 

