It is so important to know scripture. When you are depressed, you are bombarded with lies from the enemy. Depression is an illness of the mind and that is Satan's battlefield of choice. It's easy to believe that what you are thinking is reality, because it is your reality at the time. But it's not the truth. In order to recognize the lies and combat them you need to know God's truth.
Prov 6:20-23 says:
My son, keep your father's commands and do not forsake your mother's teaching. (God's commands and teaching) Bind them upon your heart forever; fasten them around your neck. (make them part of who you are) When you walk, they will guide you; when you sleep, they will watch over you; when you awake, they will speak to you. For these commands are a lamp, this teaching is a light, and the corrections of discipline are the way to life.
(italics are my addition)
In the pitch black of depression, we need a lamp...we need the light which comes from God's Word.