What you are seeing is just some nice sharp graphics on a flat screen. Both your eyes are seeing the exact same image, so there is no real 3D effect. In real life, your two eyes are seeing everything around you from slightly different angles and that lets you see "depth", as you call it. With 3D movies, the scenes are filmed with cameras that have two lenses seperated by the same distance as your eyes. When played back on a 3D TV, images from these two lenses are shown, one from right lens, then one from left, then one from right, etc, ie. flickering, but it happens so fast that you don't really see them flickering. Watching this without the glasses will result in the image looking very blurry, because both your eyes will see both imgages. When you put on the glasses however, they block the imges for each eye that is not intended for it and only show you the ones that are, ie. the lenses in the glasses flicker at the same rate and you see an image with the same "depth" that you would have seen if you stood where the camera was.
So, yes, 3D is all about depth perception ... you will not see anything moving outside the sides of the frame of the TV, obviously, but yes, the ability is there to make things look like tey are closer too you than the screen actually is. Yes, that effect lets stuff almost get as close to you as the tip of your nose.
Great stuff sounds cool so when is Tron 3D Playing?