http://www.desiringgod.org/articles/too-depressed-to-believe-what-we-know

I think Spurgeon regarded Bunyan as a friend. He said the book he valued most, next to the Bible, was The Pilgrim’s Progress. “I believe I have read it through at least a hundred times. It is a volume of which I never seem to tire.”

Perhaps one of the reasons Spurgeon resonated with this classic was its realistic portrayal of depression, doubt, and despair. Spurgeon and Bunyan, like their Savior, were men of sorrow, acquainted with grief (Isa. 53:3). When Bunyan went to prison for preaching the gospel, his heart was almost broken “to pieces” for his young blind daughter, “who lay nearer my heart than all I had besides.”

Spurgeon’s depression could be so debilitating that he could “weep by the hour like a child”—and not know why he was weeping. To fight this “causeless depression,” he said, was like fighting mist. It was a “shapeless, undefinable, yet all-beclouding hopelessness.” It felt, at times, like prison: “The iron bolt which so mysteriously fastens the door of hope and holds our spirits in gloomy prison, needs a heavenly hand to push it back.”

Spurgeon felt what C. S. Lewis describes after losing his wife, in one of the most honest and painful passages I have ever read. Lewis said that when all is well and life is happy, God seems present and welcoming with open arms.

But go to Him when your need is desperate, when all other help is vain, and what do you find? A door slammed in your face, and a sound of bolting and double bolting on the inside. After that, silence. You may as well turn away. The longer you wait, the more emphatic the silence will become. There are no lights in the windows. It might be an empty house. Was it ever inhabited?… Why is He so present a commander in our time of prosperity and so very absent a help in our time of trouble?

Some will find that sense of bewildering despair hard to comprehend, perhaps even a bit exaggerated. But for those who have been there, it is all too real.

For those who have felt trapped in Doubting-Castle, guarded by Giant Despair, take heart that the best of Christians have stayed there too. “No temptation has overtaken you that is not common to man” (1 Cor. 10:13). And for those who have never darkened its harrowing doors, “let anyone who thinks that he stands take heed lest he fall” (v. 12).

What is most instructive in Bunyan’s allegory is how Christian and Hopeful finally find the way of escape. Christian says:

“What a fool I have been, to lie like this in a stinking dungeon, when I could have just as well walked free. In my chest pocket I have a key called Promise that will, I am thoroughly persuaded, open any lock in Doubting- Castle.” “Then,” said Hopeful, “that is good news. My good brother, do immediately take it out of your chest pocket and try it.” Then Christian took the key from his chest and began to try the lock of the dungeon door; and as he turned the key, the bolt unlocked and the door flew open with ease, so that Christian and hopeful immediately came out.

What was the key? It was called “Promise.” God has given us “his precious and very great promises” (2 Peter 1:4).

How do we know these promises will come true? Because “all the promises of God find their Yes in [Christ Jesus]” (2 Cor. 1:20).

How do we take hold of these promises? By faith, in hope. God tells us, “call upon me in the day of trouble,” with the result that “I will deliver you, and you shall glorify me” (Ps. 50:15). As we believe His promises by faith, He gets all of the credit and the glory (Rom. 4:20).

And did you notice where Bunyan says that the key was all along? In Christian’s “chest pocket.” I think Bunyan here is pointing us to Psalm 119:11: “I have stored up your word in my heart, that I might not sin against you.” We all know that “the word of God is living and active, sharper than any two-edged sword, piercing to the division of soul and of spirit, of joints and of marrow, and discerning the thoughts and intentions of the heart” (Heb. 4:12), But this “sword of the Spirit, which is the word of God” (Eph. 6:17), cannot do its piercing, sanctifying, healing work if it remains simply on display in our homes rather than dwelling at home in our hearts. If we take God’s Word with us, if we meditate on it day and night, we will always have our weapon in battle no matter where we are.

So, dear Christian, take God’s Word—especially His promises—into your heart today, by faith and in hope. And the next time you find yourself in Doubting-Castle, and hear the terrifying rumblings of Giant Despair at the double-bolted door, remember that you have had the key of escape all along. If the Son has set you free, you are free indeed.