Those of us with major depression (and I imagine, other mental health issues) build a Coping Box for those times when our brain weasels run rampant. One of the tools in mine is reading. I love to read. It brings me joy and escape and sometimes deep ponderings. I mostly read speculative fiction aka SF&F.
Sadly, one of the side effects of my depression is the lack of focus so sometimes, I am unable to actually sit and read an entire novel. I do enjoy short stories and those are wonderful and useful for when I need a few moments of enjoyment and/or a brief flight of fantasy. I find it easier these days to handle a tablet and read an ebook than to pick up a hardcopy book. This also saddens me because I love the physical feel of a book in my hand and turning each page. Also, the smell! Especially old, much loved and worn books.
Besides the wonders of short story anthologies and magazines, I have also turned to podcasts to get my fix. My first was Escape Pod which is focused on science fiction short stories. The founder of that podcast then added one for fantasy called PodCastle and one for horror called Pseudopod. Recently added to this wonderful family for fiction is the podcast Cast of Wonders which is for YA sf/f. Others I have in regular rotation are: The Drabblecast which is Strange Stories, By Strange Authors, for Strange Listeners, Clarkesworld Podcast a podcast of selections from Clarkesworld Magazine, Lightspeed Magazine Podcast a podcast of selections from Lightspeed Magazine, Kaleidocast a podcast of wonderfully diverse sff stories! There are many, many more.
So for folks like me who enjoy reading, you may want to try short stories, audiobooks and/or podcasts to work around those stupid focus tricks depression plays on you.