Seems like a strange question to ask here. If you're struggling with depression, I can find you some excellent support groups online. This goes for anyone who suffers from depression. I know it wont fix things, but it can certainly help.

It obviously is. In our world it's a major plague and the deaths from depression are massive.

I think it is quite subjective. In the subjective world it can be quite a problem, but the objective world is always still there. Being active and productive in the objective world always helps. Learning new things and applying them helps also, I think. Communication can help also, if it is realistic and positive. I do not know from experience, but I have heard that people who do not get a lot of exposure to sunlight, like in countries in the far north in wintertime, can get a shortage of vitamin D, which contributes to depression.