You, the thing listening to this advice, is just a small part of a greater whole, much of which you (the thing listening to this advice) are not consciously aware of. This is because you were built by your genes to be good mainly at one thing: reproducing. That's all your genes care about. They don't care about your happiness or achievements or having a fulfilled life. In fact, they don't even really "care" about reproducing, except the same way that water cares about flowing downhill.
Your negative emotions are real. The pain you feel is real. But it's not you. It's something that is being done to you. In that regard it is exactly the same as physical pain, which is also not part of you, but rather something done to you. The fact that you're depressed is no more a character flaw than the fact that it hurts when you skin your knee.