Psalm 42:5 Why art thou cast down, O my soul? and why art thou disquieted in me? hope thou in God: for I shall yet praise him for the help of his countenance.
Have you realized that most of your unhappiness in life is due to the fact that you are listening to yourself instead of talking to yourself? Take those thoughts that come to you the moment you wake up in the morning. You have not originated them but they are talking to you, they bring back the problems of yesterday, etc. Somebody is talking. Who is talking to you? Your self is talking to you. Now this man’s treatment [in this psalm] was this: instead of allowing this self to talk to him, he starts talking to himself. ‘Why art thou cast down, O my soul?’ he asks. His soul had been depressing him, crushing him. So he stands up and says: ‘Self, listen for moment, I will speak to you.’
… This self of ours has got to be handled. Do not listen to him; turn on him; speak to him; condemn him; upbraid him; exhort him; encourage him; remind him of what you know, instead of listening placidly to him and allowing him to drag you down and depress you. For that is what he will always do if you allow him to be in control. The devil takes hold of self and uses it in order to depress us. We must stand up as this man did and say, ‘Why art thou cast down? Why are thou disquieted within me? Stop being so! Hope though in God, for I shall yet praise Him.’
– Martyn Lloyd-Jones, Spiritual Depression p. 20, 21