Although we are taught that everything is for the good and we should serve God with joy, it would be almost super human to experience no sadness or even depression when things don’t go our way in life. Yet there is a big difference between an initial or short term emotional reaction and long term depression.
Many of the Chassidic Rebbes taught that even worse than sin is the prolonged state of depression that can occur as a result of sinning. The “evil inclination” we are told encourages us to sin in order to produce depression, for then he really has us in his clutches.
Depression leads to not only spiritual stagnation and a heart of stone, but makes one believe nothing really matters and no one really cares. This is an extremely dangerous state of mind where a person will engage in all sorts of destructive and immoral ways. In extreme cases it creates the head space leading to suicide.
In a certain sense depression is the ultimate ego trip where the individual wallows in his own dark world and in effect locks the rest of the world out. In such a narrow state of mind only he matters.
Guilt, self-chastisement and inner pain over wrong doing in appropriate degrees is positive if it causes a person to mend his ways and move forward with renewed commitment to a new course in life. Sadness as result of unpleasant events that leads to introspection and soul searching can also be affirming. Even a short spell of depression could serve the same positive purpose. But sinking into the quick sand of self pity, despair and depression should be avoided at all costs.