If you can separate yourself from the ego you will recognize that you are not "depressed". Your ego is just telling you that, because people are drawn unconsciously to feeling pain, to feeling the blues. Your ego needs identification and if it can identify with feeling the blues or being depressed it will. The key for you is to become aware of it. Recognize it is your ego, and not who you are-your Being, that is making you feel like you do and asking the questions you are asking.
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Just be at peace with however your ego is making you feel. Once you are at peace with there being some unhappiness inside of you, there is space created around that unhappiness, and that unhappiness becomes you no more. That space is awareness. That space is separation from the ego.
This is all nice and good and stuff. But basically it's the stuff that Eckhart Tolle outlines in "The Power of Now." It's a book that really should have been about 10 pages because it says the same thing over and over and over again... The mind is a powerful tool. You are not your mind. You are no-mind. So get "mind" out of the way and stop listening to it. Instead tell your "mind" what you want it to do and you will find peace...
All of that is fine and good unless you are clinically depressed! People who are mearly "blue" and "sad" and plainly just being "neurotic" can follow that practice and find their way out.
If you are clinically depressed you have much more to deal with. If you've never been clinically depressed yourself you will not understand completely what people who suffer from clinical depression experience.
I strongly disagree with Eckhart Tolle about our basic nature because I'm Holistic. I believe that we are body, mind, soul, and spirit all at the same time. We are embodied beings.
When you are clinically depressed, it's in your body, mind, soul, and spirit. You must treat the whole person in order to become well again. Eckhart Tolle uses a couple hundred pages to explain something very simple that does work for one part of the person, your mind. You must attend to the mind. You must come to a realization that the mind is a powerful tool to be used to help yourself climb out of the pit you are in. You must silence the "committee" that chatters negativity in the recesses of your mind. That is a "must do."
And, you must treat the body. Depression actually shrinks parts of the brain. It attacks your immune system. It affects all parts of the body. You must find a way to treat the body. Drugs (prescriptions or other drugs or herbs like St. John's Wart) are one way of treating the body. There are other ways including exercise, electro-convulsive therapy, accupuncture, accupressure, massage, etc... For many people who suffer true clinical depression exercising and the other "alternative" methods of treating the body aren't enough. So they need psychoactive drugs to restore balance to the neurotransmitters in the body.
And you must treat your spirit. Spirit is the part of you that allows you to connect with other beings, whether they are other embodied beings like other people or non-embodied beings like "God" or other energies. There are many ways to treat the Spirit. All of them include practices that help you to connect with others. Even going out to lunch with a friend can be a Spiritual Practice. It helps you to establish a connection to another person. Prayer works for some. Meditation works for others. Hypnotherapy can be useful here too. Psychotherapy is good at healing the spirit because it is a healthy connection made with another human being who can guide you.
Also you must treat your Soul. The Soul is that permanent part of your Self that lives on when you are no longer embodied. Your Soul is damaged when you are depressed. Usually depressed people believe that they are fundamentally flawed and they suffer from low self-esteem. Some of these are "beliefs" that reside in the mind. Some of these are actual damage that depression has done to the Soul. Meditation is a good way of repairing the Soul. Hypnotherapy can help here too. Writing in a journal can help. Anything that helps you to raise your awareness of who you really are helps you to repair and heal your Soul. Psychotherapy is good at helping you to heal your Soul because a good psychotherapist can guide you back to reconnect with your true Self.
Depression is a serious illness. It is deadly. People die from it. Suicide is the most common way to die of depression. Also, since depression also involves the body, it can kill the body through allowing infections to spread and cancer to spread.
If you are depressed, it is true that you may not know it or you may be in denial. It is important to be seen by a competent mental health professional whether that person is a medical doctor, psychotherapist, counselor, etc. who has dealt with depression and can properly assess your mental health. If you have friends who have suffered from depression, it might be useful to ask them if you seem depressed. People who have suffered from depression can usually recognize it in others. Also they can be wonderful support in your healing process.
It is disasterous to listen to people who will tell you that, "It's all in your mind" or "Just get over it." The truth is, if you are clinically depressed, you cannot simply "get over it" on your own.
There is such a thing as spontaneous remission of depression. There is also a theory that depression is part of our natural cycle as human beings, that somehow it's linked to survival. Some people do find their own way out of depression. These people usually have situational depression and have a reason for being depressed (reasons such as loss, death, illness, chronic pain that remits, etc.). This is a different kind of depression than endogenous depression. Endogenous depression is clinical depression that just seems to come out of nowhere. That is the kind of depression where most people need help in order to get well.
If you have never experienced depression before in your life and you have a few days where you are "blue" you may not have clinical depression. If you are concerned that you might, you may know yourself very well and you may be correct. Get evaluated if you suspect you are clinically depressed. If you are evaluated and found not to be clinically depressed, that might help you to get out of whatever funk you are in at the moment because you won't be worried about being depressed...