Just to login in on the empathy and sympathy thing, my working definitions are:
empathy = being able to put yourself in someone else's shoes and see the situation the way they do (i.e., your "perspectives" have come into alignment with each other)
sympathy = feeling bad for someone who is feeling bad (i.e., your "emotions" have come into alignment)
Sometimes these overlap.
Overall:
If you want just affirmation, then sympathy is not a bad thing.
If you want actual advice/perspective, well, I think that empathy is far more useful.
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I have had deep depression for much of my life, starting at least by my teen years but possible before. Usually there were just waves of it, so I'd either be "neutral" and coping, or I'd be horribly depressed and swallowed by it.
The official diagnosis in my early 30's was "major depression w/o psychosis." Perhaps it would have been nice to be psychotic too, since then maybe I wouldn't realize how depressed I was; but then I would not have been able to get better easily or hold my life together. For a number of years I was on Wellbutrin, which stabilized me and got rid of the suicidal feelings for awhile; but it wasn't until I made big changes in my life that I was able to stop taking anti-depressants.
I also admit to being a severely passive person by nature in the sense of taking my sense of identity and motivation from the world around me. So when I get no cues, or I get negative cues, I am extremely vulnerable to them. It is a hard hole to climb out of. It demands your ENTIRE life perspective be rewritten. I can't say that I think most of my perspective as a depressed person was WRONG... the problem rather is that it was limited to only part of the picture. I had to realize other truths to add to my perspective in order to be able to move forward.
So I'll say that, yes, depressed people sometimes need medication to take the edge off their pain and give some energy to cope.
And I will say that depressed people in general need to change their life perspective.
And I will also say that I've met a few depressed people who piss me off to no end (I can think of 3-4 of them, only to THAT degree), who seem set on complaining about their lives and then attacking those who try to support and comfort them and nudge them from the social exile that is at least partly self-imposed. I hate to say that, but I've seen it: Maybe it's a desire to express anger and just to feel powerful, but they complain constantly about their lives, then lash out at anyone who has been suckered enough to move towards them out of sympathy or empathy. That is frustrating to no end to deal with: Partly because it hurts the helpers, and it also means you basically have to watch a person ruin their life because of their own choice and you can't do anything to help.
But it will still take even a willing and good-hearted depressed person a long time to get out of their old way of thinking, if they even can, and get to a point where the depression and anxiety ebbs consistently and they can be much more productive in life. It's like being air-lifted and dropped into a foreign world where nothing makes any sense, and yet you feel like to let go of your old ways of looking at things will get you killed quickly because you were depending on it for your survival before.
Everything is new, everything is scary, and it's like being at the top of a rollercoaster and being able to do nothing but shut your eyes, hang on, and have faith that the tracks don't end in midair even if it feels that way.