Psalm 42:5 (NLT)
Why am I discouraged?
Why is my heart so sad?
I will put my hope in God!
I will praise him again—
“Have you realized that most of the unhappiness in your lives is due to the fact that you are listening to yourselves instead of talking to yourself? Take those thoughts that come to you the moment you wake up in the morning. You have not originated them but they are talking to you, they bring back the problems of yesterday, etc. Somebody is talking. Who is talking to you? Yourself is talking to you. Now this man’s treatment [in Psalm 42] was this: instead of allowing this self to talk to him, he starts talking to himself. “Why are you cast down, my soul?” he asks. His soul has been depressing him, crushing him. So he stands up and says, “Self, listen for a moment, I will speak to you.”
Martyn Lloyd-Jones from "Spiritual Depression: Its Causes and Cures"