I've had acute clinical depression and anxiety for 28 years now. What I've found is that most people do not understand depression at all. They think that you 'are sad' for a time and then it will go away. They do not realize that it is some;thing that you deal with everyday. It doesn't go away. You may feel better for a few days or even weeks, but that does not happen often.
People will say cruel things, like 'just think happy thoughts'. Stop thinking about the negative and focus on the positive. You could stop this if you wanted to. You are always so down, cheer up.
Do not think that anyone will truly understand what you are going through, because they do not. They may have a deep compassion for you but unless they suffer from mental illness they really do not know.
The other thing you can do is try to control your thoughts. This is very important. If you can turn away negative thoughts before they become established in your mind and you do not stew on the negative over and over it will save you a lot of pain.
There is some reason that we have this. I do not know what that reason is, but I know that somehow we bring glory to God and represent him in our trials.
I know it is so, so hard. Do not loose faith. Feel free to p.m. me anytime.