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"I form the light, and create darkness; I make peace, and create evil. I am Jehovah, that doeth all these things." - Isiah 45:7

To quote an earlier post on this verse: "G-d creates light and darkness, good and evil for one big reason: Without darkness, there is no light. Without evil, there is no good. It's basically saying that if there was only one painting in the world, it would have to be beautiful and ugly, because there were no ugly or beautiful paintings to compare it with. One cannot exist without the other. There is no up without down. No in without out."

G-d created suffering, so that there could be joy.

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To deal with feelings of depression:

If short term - Listen to your favourite music, stay out of stressful situations, take some time for yourself, do what you enjoy most, meditate, etc.

If long term - Go speak to someone about it, preferably a councillor, a partner or a friend. There's always something that triggers this feeling, and you'll soon come to realise what that is if you talk about it to someone.

If you have money to spare, go and give it to charity. My personal charities are for Alzheimer's and a local children's hospice. Every penny/cent makes a difference.

The rabbinic sages also struggled with this question. As the story goes:

A rich man came to the maggid [person who tells stories that teach] of Koznitz. "What are you in the habit of eating?" the maggid asked.
"I am modest in my demands," the rich man replied. "Bread and salt, and a drink of water are all I need."
"What are you thinking of!" the rabbi reproved him. "You must eat roast meat and drink mead, like rich people." And he did not let the man go until he promised to do as he said. Later, the Chasidim asked him the reason for his odd request.
"Not until he eats meat," said the maggid, "will he realize the poor man needs bread. As long as he himself eats bread, he will think that the poor man can live on stones." -- Martin Buber, Tales of the Hasidim

So, you must live according to your lot in life. We give a tithe of our increase to support the poor, the widow, the orphan, and the outcast. Let's talk about "tithe" and "increase." Tithe is an archaic English word meaning a tenth. Increase is what's left AFTER you have paid for what you need to live -- shelter, food, clothing, and education. Now, to be honest, most people could live in a smaller, less luxurious place than they do; most could get by with two suits of clothes (one for daily and one for Shabbat and festivals); most could get by with much less food than the kingly variety and portions to which we are currently accustomed. So your increase is what would be left after paying for that level -- subsistence and good health, eating meat weekly for Shabbat -- not what's left after paying for the hardwood floors, granite countertops, big juicy burgers and huge portions of everything. But even so, that should leave a tithe, 10%, that will greatly help those who can't even afford a place to live, food to eat, or clothing to wear on their own. Also, those who are in debt or who are poor enough not to be able to feed themselves are forbidden to give this tenth.

Still. That leaves 90% of our increase for ourselves, and we should use part of it, and save part of it for the future in which we are unable to work. Eat meat and drink mead, so you'll remember that the poor need bread. If you eat only bread, you'll someday begin to think the poor can live on stones.

Also, we are to engage in tikkun olam, "repair of the world." The world is broken, and we as human beings are commanded to do our part in repairing it. Lessen someone's pain, lessen someone's suffering, create peace where there is strive: and the study of Torah leads to them all.