I find in my own struggles with melancholia that my only relief is to beg God for the grace to accept His love for me. I understand the struggles - some mornings it takes everything I have to make it to Mass at all, let alone to Mass on time. When the pain of depression or the terror of anxiety is at its peak, sometimes it takes every effort to simply be able to be in the presence of others without breaking down. It's so hard to see past the moment, to remember that this too shall pass.
As others have mentioned, severe depression should be clinically treated. However, in case that is not practical or financially feasable right now, here are some suggestions:
*Read Light and Peace by Carlo Giuseppe Quadrupani *(Read online or buy at Amazon.com)
This book calmed my overactive scruples like no other has. The book combines the wisdom of St. Frances de Sales and other saints to help bring light to those of us who find ourselves falling over and over again to those evil thoughts in our head that simply won't go away. The chapters on prayer, confession, scruples, and sadness should be particularly pertinent to your situation.
Develop a devotion to the Sacred Heart of Jesus
Devotion to the Sacred Heart of Jesus is all about the love of God for us, and the wounds he has for the ingratitude towards that love. When I am particularly despondent, dwelling on the love of the Sacred Heart for me gives me the perspective I need about the situations I'm in that are making me sad. I realize that the pain and loneliness I am facing is nothing compared to the perfect love of Christ towards me, and that his heart aches like mine as his is a human heart as well. Spend time praying in front of the tabernacle and dwelling on His love for you, even if all you could do is sit in your sadness with him. The purpose is to be with him, and to keep him company for his happiness. In thinking of the happiness of Christ, and His perfect love, it will take you out of your own pain and will help you find comfort in resting in His adorable heart.
Sacred Heart of Jesus, I have confidence in thee, confidence in everything!
Study the positives of your temperament
Take a temperament test online to find out your temperament. Here's a link to a couple:
Then read this book about the temperaments - THE FOUR TEMPERAMENTS by REV. CONRAD HOCK
I imagine if you're inclined to depression that you are a Melancholic like me. Understanding the positives and negatives of your temperament will help you to appreciate your strengths as well as your weaknesses. Here's a description of melancholic strengths according to the book:
IV BRIGHT SIDE OF THE MELANCHOLIC TEMPERAMENT
1. The melancholic practices with ease and joy interior prayer. His serious view of life, his love of solitude, and his inclination to reflection are a great help to him in acquiring the interior life of prayer. He has, as it were, a natural inclination to piety. Meditating on the perishable things of this world he thinks of the eternal; sojourning on earth he is attracted to Heaven. Many saints were of a melancholic temperament. This temperament causes difficulties at prayer, since the melancholic person easily loses courage in trials and sufferings and consequently lacks confidence in God, in his prayers, and can be very much distracted by pusillanimous and sad thoughts.
- In communication with God the melancholic finds a deep and indescribable peace.
He, better than anyone else, understands the words of St. Augustine: “Thee, O Lord, have created us for yourself, and our heart finds no rest, until it rests in Thee.” His heart, so capable of strong affections and lofty sentiments, finds perfect peace in communion with God. This peace of heart he also feels in his sufferings, if he only preserves his confidence in God and his love for the Crucified.
- The melancholic is often a great benefactor to his fellow men. He guides others to God, is a good counselor in difficulties, and a prudent, trustworthy, and well-meaning superior. He has great sympathy with his fellow men and a keen desire to help them. If the confidence in God supports the melancholic and encourages him to action, he is willing to make great sacrifices for his neighbor and is strong and unshakable in the battle for ideals. Schubert, in his Psychology, says of the melancholic nature: “It has been the prevailing mental disposition of the most sublime poets, artists, of the most profound thinkers, the greatest inventors, legislators, and especially of those spiritual giants who at their time made known to their nations the entrance to a higher and blissful world of the Divine, to which they themselves were carried by an insatiable longing.”