"Often when we feel depressed we try to overcome our state though some kind of amusement. Such a course will never lead to any real contentment. That is not to say that their is something wrong with engaging in amusements, it is just that they will not help you overcome any feelings of depression.
Saint Theophan says,
Amusements, especially pleasant ones, give rise to depression, because while they are not sinful, that are unable to content the heart. Generally speaking, the inconstancy of the emotions is characteristic to us. It is necessary to discard and overcome this, being concerned that one thing does not change; that is, that your most important decision, the goal of life you have chosen for yourself [to be united with God], always remains in force.
Much time in our lives today is taken up with amusements such as computer games, internet surfing, movies and television. Regard these as mere pastimes and something that you need to control and not depend on for any personal well being.
True satisfaction only comes with a genuine relationship with God.
Saint Theophan says,
God is asking your heart once and for all, and the heart desires God. For without God it is never satisfied, it is bored; examine yourself from this aspect. Maybe you will find the door to the peace of God.
So how do we find this door in our heart? For those who believe in Christ and His Resurrection, one of the proven ways is through prayer. Each day. establish a prayer rule for both morning and evening. Be sure to include as a major part of this rule the practice of the Jesus Prayer. Daily prayer is essential for any genuine relationship with God and will surely, with your good effort, bring you inner peace that will lift you above any feelings of depression. Once we are in true contact with God we only experience joy that comes from His unconditional love. When wee have opened that door in our heart, we receive His grace freely and are enabled to do the good works he teaches us to do. It is in this way we become like Christ."