It's also one of the most difficult and delicate ideas to communicate to a depressed person. Depression notoriously clouds peoples' judgment and makes simple tasks seem impossible. Depression also encourages a lot of binary thinking, where people tend to give up because they can't achieve the optimal solution and can't imagine anything in between optimal and complete failure. And most importantly, depressed people almost never want to hear someone else telling them that they should do something to change their own condition. If you've ever been through a depressive episode, you'll understand how unpalatable this idea is if it's not delivered carefully. Be careful to not make depressed people feel even worse about their condition.
For example, I've known several depressed people who spiraled deeper into depression when they could no longer perform their regular 60 minute gym sessions multiple times per week. It took a while for them to accept that a 5-minute walk around the block is better than no exercise at all. From there, they could push to 10 minute walks on good days, then 20 minutes, then 30 minutes, and eventually work their way back up to gym visits. Taking those tiny steps is a great way to re-learn that you can accomplish things, and it's a great to way to see gradual progress in yourself.