sparkly, I think you need to give a little more background if you want helpful advice. Trying to put things together from your various posts recently, I am assuming that you heard bad news recently, involving someone who committed suicide, and that you are really shaken up by this. Am I right? Are you seeking advice on how to deal with this news, how it affects you, or are you referring to a general feeling of depression that has little to do with a specific event (that fits gofish’s definition)? The advice given would be very different for the two.
It is normal to feel depressed by bad news. If it is very bad, then a person might not be able to function normally, or think about anything else. But for an emotionally healthy person, this feeling should pass with time. In such a case, strengthening ones emuna by reading sefarim, getting chizuk to put things in perspective, can help.