Depressions occur, when Situations are to much for the brain to deal with it.
Normaly when something negative happen, you think over it and it helps for next time. It also helps when your brain tells you, when a situation is unpleasent to stay away, but with depressions this gets chronic.
But the brain is like any other muscle. If you train it, to think negative, it gets "bigger" and your brain "learns" to think negativ.
It's not easy to come out of such a negative circle and sometimes it takes years, but you can try to deal with it in a way that you can handle it and the negative situations don't overwhealm you.
People who learnd to come out of depressions, aren't depressive anymore, but still need longer to recover from negative situations than "normal" people.
_________________
"I'm astounded by people who want to 'know' the universe when it's hard enough to find your way around Chinatown." - Woody Allen