There are a lot of different strategies that you can use when you are in a depressive state that will help you through that period of time. Some coping strategies work and some don’t, it all depends on the person and what works best for them. You may also find that you take a coping strategy that is suggested but end up modifying it to suite you personally which there is nothing wrong with that, that is actually what you should be doing. The strategies are just a basis to start from and allow you to modify them to work best for you.
Something that is fairly new is mindfulness. There are Mindfulness Based Stress Reduction (MBSR) clinics that use mindfulness to help alleviate depression and other symptoms of mental health disorders. In a nutshell mindfulness is being in the moment or the present. Focus on what is going on around you, what you hear, see, smell etc. When a thought comes along, let it float away.
You can imagine yourself sitting by a river, imagine the river is filled with leaves and as a thought comes along, or emotion, put it on the leaf and let it drift down the river, don’t allow yourself to follow the thought through and take you away from the present. Sometimes it can help to have something to hold to remind yourself to stay in the present.
Breathing can also be helpful, be mindful of inhaling and exhaling. When you inhale, inhale through your abdomin, let your belly rise and fall. Try not to breathe through your chest, breathing through your belly allows you to relax. Be aware every time your belly rises and falls and stay in the moment.