if you feel depressed:
a) think about why you are depressed. If there are no identifiable problems, or not very many, and you just feel sad because everything in your life seems dull and you have difficuly caring about things, then you just need to start thinking about the things that make you truely happy, that nobody can take away. Examples:
i) programming
ii) music
iii) UN declaration of human rights :S
b) if there are large identifable problems, either:
i) fix the problem
ii) ignore the problem -- there is nothing you can do about it. Choose to be happy despite it. There are always things that you have that make you happy no matter what has happened to you and nobody can take away.
Don't overthink.
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If it seems like you can't do anything right and you've made mistakes, then you need to stop and think and realize that, in the world, there is only one person who you have to please, and that is you. You can forgive yourself for your mistakes, realize that all you have done is do the best you can with what life has thrown at you, and realize that you've not done too bad a job. It doesn't matter what anybody else thinks as long as you believe you are the only one that has to agree with what you do.