I knew something was wrong when I went off Alesse (a hormone birth control pill) and my periods didn't come back (and I continued to take multiple pregnancy tests). A couple of months went by, and then a couple more months without a period. I started having severe hot flashes several times per day. I personally did not experience any negative emotional symptoms; I would actually have to say that my anxiety and depression levels improved (but it's hard to know if that is the result of the POF or if it was simply because other things in my life were going better). I did however feel very asexual and had absolutely no interest in dating during this time (again hard to know if it is attributable to the POF or if it was due to the fact that I was super focused on my premed classes).
Anyway, here is a more comprehensive list of the signs and symptoms of POF: