Depression, anxiety, suicidal ideation, ADHD, and other mental health issues are extremely complex issues that can't be universally explained away by blood sugar or lack of spouses or loneliness as some of commenters here confidently claim. Every case is different, every person has their own complex set of issues and maladaptive coping behaviors and external stressors, and everyone responds to medications and lifestyle changes differently. Perhaps more importantly, navigating all of those individual variations is best left to a close patient-doctor relationship, leveraging each patients' feedback against the doctor's years of clinical experience.
The mistake many people make is trying to map others' mental health disorders on to their own prior experiences. That's why you see so many comments from people confidently declaring that curing depression is as simple as exercising because they felt sad a few years ago but felt better when they started running. That's great, and exercise is likely to help everyone, but that doesn't mean that another person's depression is simply a lack of exercise. Don't ever discount or downplay another person's mental health suffering, because that's only going to make things harder for them. Mental health sufferers often feel significant guilt about their symptoms, and having someone dismiss or downplay their suffering only compounds that.
Modern psychiatry isn't perfect and has plenty of room for improvement, but frankly it's a whole lot better than the comments here make it out to be. If you're struggling with mental health issues, make it a priority to see a professional. Get a second or third opinion if you're not happy with your treatment. But whatever you do, don't get sucked in to the misinformed internet commenters trying to discourage people from seeking treatment. Psychiatry can take some time, but the area under the curve of even marginal mental health improvements can add up to a huge difference over the course of your life.