As someone who lives with depression as a medical condition, I can't not respond to this thread, particularly after some of the misconceptions (or misperceptions) I have seen in a couple posts.
I offer my opinion on this because I have lived with depression for nearly 25 years. The first time I was suicidal, I was 9 years old; I was officially diagnosed with clinical depression when I was 19, and have been on and off treatment of various kinds for it ever since. I currently take a low dose of a med which keeps the suicidal edge off. I go to counseling when I need it. Sometimes I have a bad day or week, but for the most part I have a well-balanced, happy life now.
This is what I think depression is: it depends.
I've come to the conclusion that there's depression, and then there's depression. There's depression as a kind of sadness, a mood which arises when something upsetting, sad, traumatic, or whatever happens to you. Like a breakup, or losing your job, or a friend dying, or something like that. Situations of loss often create a depressed mood, and land sakes', what body wouldn't feel depressed after a loss? That's normal.
Then there's depression as an illness or medical condition. Everyone I've known who's had it has had varying reasons why it came up; often it was triggered by something else. A lot of survivors of abuse and trauma deal with clinical depression, sometimes during the abuse, and sometimes later. There may be a genetic component.
The most confusing part about suffering from untreated depression is that you get stuck in a long, endless, gray, emotionally miserable (or emotionless) mood, and there isn't any obvious reason why. Life could be going just fine - no major crisis, no big losses, nothing that would obviously set a person into a sad mood. One of my biggest questions to myself when I was untreated was basically "What the foo is wrong with me??"
The answer for a lot of people is, for whatever reason, you get shorted on serontonin, or epinephrine, or norepinephrine, or a combo platter of the above, all three of which are neurochemicals affecting mood. I have noticed that people tend to forget that the brain is an organ as much as any other organ in the body, primarily because the brain is supposed to be the seat of will and consciousness, and people seem to think that a clinically depressed person should be able to bootstrap themselves out of their mood and into happiness. In truth, it isn't always that simple.
How to handle it really depends - your mileage may vary, based on how depressed you are, how many times you've been before, what kind of treatment you are (or aren't) getting, how the people around you look at you and your illness, and what got you into it in the first place. Counseling can help. So can meds. Both at the same time, or either/or. For some, alternative therapies like herbal remedies work just fine. Others may spend years (like myself) trying different meds at different doses until they get just the right one. Some people just sort of ride out of it after awhile. Consciously willing oneself out of it is not unheard of, but is unusual in cases of severe depression; I've only ever seen people able to do that if it was something milder and more short-term. Religion may help some people, but not others. (It did not help me.)
I have heard my fair share of misconceptions about depression and people with it (myself included). In my opinion, to tell someone to "snap out of it" is inconsiderate at best, and irresponsible at worst. It may be that a person's sadness is transitory, but I feel it worth mentioning that people with clinical depression have a much higher chance of attempting suicide than the average population. If someone confides in you that they are feeling depressed, it is because they trust you enough to imagine that you might understand and help them. To offer empty platitudes such as telling them that "all they need to do" is X, Y, or Z ("snap out of it"/"get saved"/"tell yourself you're happy"/etc.) is woefully inadequate. For someone in the depths of despair, messages like that usually only make a depressed person feel more inadequate and worthless. And believe me, you don't want to be the last person a suicide talked to.
Dealing with depression of any kind is a multi-faceted thing. It depends on who has it, why, and what kind of treatment they'll best respond to. Talking to somebody about it can help a lot. Sometimes more is necessary, sometimes it isn't. It just depends.
Okay, that's my rant. Thanks for reading.