Depression, along with many other mental disorders, completely messes with cognitive functions. That is, broadly speaking, the thoughts in your head, the logic that you follow.
Take the example of problem-solving. Practically, problem-solving takes two things: a problem and a solution, of varying numbers. I'll tackle solutions in my next post, but in this one I want to show you how problems change when seen through the depression filter.
Simply put, your problems will increase in number and intensity, because things you would never have even considered before will become sometimes debilitating issues. For example, before I had depression, here are a few of my problems: "I have a lot of uni work, and I want a good grade, but I can't be bothered to put in the work"; "I wonder if I have enough money"; "I still have washing up to do, but I don't like doing it". All pretty normal, if lazy, student thoughts, right?
Contrast the problems I had while I had depression: "I have a single worksheet to complete for uni, but I genuinely can't find the effort to do it"; "I'm such a loser, I can't even manage my money"; "I know there's that washing up to do, but I feel like a failure for not doing it earlier, so I feel like crying if I even think about it". Other examples include: "I want to go to church, but there will be people there, and I can't deal with people", "it's so loud", and "I have a panic attack if I even think about leaving my room".
Like I said, new things appear in the list. Leaving my room had never been a problem before - I mean, it's just walking, isn't it? - and yet now my bedroom door was the biggest hurdle I would face.
There's an expression: "making a mountain out of a molehill". It meas you're making something, often a challenge, bigger than it actually is, that you're making a big fuss over a minor inconvenience. Well, depression does that, except it's real. Those molehills actually do become mountains. And if the molehills become mountains, the mountains become.... I don't even know the right word. Either way, looking at all of those mountains before you pushes you to your knees before you've even taken a step.
Now the Bible says that humans are completely powerless. Not that we're a bit weak, not that some things are beyond us, but that we're completely powerless. We can do nothing...without God's help (see 1 Samuel 2:9; Psalm 73:26, among others). This really takes a weight off us; we don't need to face those mountains through our own strength, and curse ourselves and our weaknesses when it's difficult. (Because it will be difficult; just because God is the one who gives you the strength to climb doesn't mean it's an easy ride.) When we fail, we don't say, "It's because I'm not strong enough for this". We say, "Maybe God will let me succeed tomorrow, and learn whatever lesson He is teaching me today."
Although, I do need to point out that it's also perfectly normal to have moments of despair and desperation and fits of crying before you can say that second sentence, even if you've been able to say it before. It's not a disappointing sign of weakness if you can't immediately - at each and every hurdle - brush aside and accept you're own weaknesses. It's a sign of humanity.