Noah Smith has a great post on depression here:

http://noahpinionblog.blogspot.co.uk/2013/01/a-few-thoughts-on-depression.html

I like his 7 points. These I think are the most important:

2. Coming out of depression is the most dangerous time.

6. Depressed people may need a new "narrative"


Working with my therapist enabled me to build a new narrative, and become more accepting of things. It took time, but it worked.