According to Dr. Albert Ellis, in his book "How to Stubbornly Refuse to Make Yourself Miserable about Anything - Yes, Anything!" (Also, see "A Guide to Rational Living," by Albert Ellis, PhD & Robert A. Harper, PhD.) Feeling bad comes from imposing “shoulds”, “aughts” and “musts” on ourselves. Thus, when we think about it, we discover that our current bout of bad feelings does stem from some unreasonable demands to which we are subjecting ourselves. Try not to take on more than is realistic. I know that can be difficult for some of us, but deep down inside we usually know what we can do and what we cannot. This is important because bad feelings may lead to feelings of helplessness and hopelessness which, if you suffer from depression, can lead to a depressive episode.
Secondly, if depression does take hold we must fight the urge to cop out and try with all our power to act as though we felt fine. This is not an easy thing to do, but it does work! If you cannot do what you had planned to do or what you would otherwise do that day, then start with some simple task like making the bed, walking the dog, watering the plants, dusting or taking a shower. Do whatever you can do to just get into motion and then something else and something else and so on and before you know it you have convinced your brain that you are okay, and you will have rescued yourself from an otherwise miserable day. By the way, what actually happens is that as you become more and more active and occupied you lose yourself in the moment and forget all about your depression (more on living in the moment in the last paragraph of this essay). Think of yourself as a big locomotive that takes a little time to get up its steam, before you know it you will be moving along at a good steady clip. Trust me, it works. Again, I know it is not easy, it is the last thing you feel like doing, but just try it once to experience the power you give yourself when you get even that little extra mastery over your own life.
The more you give in to the monster that depression is, the more power you give it, but you can’t strong-arm it, you must out-maneuver it. Attempts at strong-arming the beast plays right into its hands.
Make no mistake it is a cunning foe. As long as you are playing its game, you will lose. So how do you change the rules and control the game? Here are some strategies to employ. The first, which I described above, is to get moving, start with a simple thing and do more and more until you are rolling along and back on your path. The next thing is to observe the phenomenon while maintaining detachment. To do this you must attempt to step outside of yourself and observe the situation dispassionately as though you are watching yourself in a movie. It takes a little practice but you can do it. Remember it is the emotional connection that gives this monster control over you, and just like the Chinese finger trap, the harder you struggle the tighter it gets. Stealth is the answer. See the book, "Taming Your Gremlin," by Richard David Carson for a detailed description of this approach.
The next thing is something that you should not do while you are in the grip of depression and that is think about the past or the future. Thoughts of the past allow us to wallow in our own self-pity and to pump up the anger over past grievances, wrongs and hurts; this just adds fuel to the fire and helps justify the bad feelings that we are experiencing in this bout of depression and it makes the monster stronger. Don’t do it! It just makes you feel worse. It plays right into the hands of the demon and helps tighten its grip. Remember the Chinese finger trap; finesse is best.
Thoughts of the future at this moment are also killers. The reason is that while we are in a depressed state all the world looks grey, we are seeing the world through grey colored glasses. The tendency to change the present by imagining a better future, while feeling down, is one of depression’s greatest tricks, because it is nothing but a trap. It just does not work. We just become more and more frustrated as we try in vain, off the top of our heads, to figure out the answer and solution to our life’s problems. What usually happens is that we come up with some greatly exaggerated scheme, which feels good at the moment, and can give us a momentary high, but ultimately falls apart in our mind as we vainly attempt to work out the details. It only makes things worse as we come crashing down to the pavement of reality.
In general and especially during the period of depression and despair, we should do our best to live in the moment, the NOW! (See "The Power of Now," by Eckhart Tolle. I especially recommend the audio version read by the author). Naturally, keeping our thoughts in the moment makes it easier to avoid dwelling on the past and the future, thus it prepares us for the moments of weakness when we get the blues and sink into the black hole of despair. This will make us more practiced at keeping ourselves from falling into depression’s nasty traps.
The very best way to get out and stay out of depression's nasty grip is to think of the things that make you feel good. Think of them over and over again even when all is well and you will find your mood lightens day by day. But especially think of these happy thoughts when depression strikes as the best way to Break its relentless grip. Remember light trumps darkness every time!
In conclusion, I must emphasize that you should not add this technique to your list of “shoulds”, “oughts” and “musts” to the extent that if it does not work for you the first time out that you have failed at this as well. This information is meant to be helpful not hurtful. So in the spirit of the process take what you can from it. Do only what you can. It will surely take some courage, belief and some gumption to free yourself, even somewhat, from this wily monster called depression but the payoff is well worth the effort.