A large source of my depression stems from me thinking about the depressing things in my life.
Now the reason that I kept doing that was I kept striving to find what was the deep cause of these problems, so I kept raking myself over analytic coals. What I recently decided to try is to accept, that really I actually do know what all of the depressing things that have happened in my life are, and that analyzing them further doesn't serve any purpose. With that thought in mind I've been able to tell myself several times to not bother obsessing about several things that have in the past made me depressed.
Now there's the free floating anxiety, but I bet that stems from having had my depression easily triggered, and so I've trained myself to have a certain about of dread.
Next up, trying to convince myself that I can be interesting--which I suspect will be much easier when I stop obsessing about my emotional problems.