When something that you have put a lot of time into recently is finally over (like the finale to a tv series that you love, or the end of a great video game trilogy) you are sometimes left melancholy, and with a feeling of "what do I do now". This lingering sadness is called "Post Completion Depression", though it's often shortened to P.C.D.
Anime enthusiast: So have you finished watching Kill la Kill yet!?
Casual anime fan: Yeah, it was great, in fact, I think I'm starting to get Post Completion Depression.
The sad, empty and unfillable void left by the completion of an amazing game
I have completion depression after finishing Sekiro