If you are depressed, why don't you just go out and do something really awesome? You have nothing to lose, right? So why not do something adventurous? Sell all your shit, move to Europe or South America, and go start a revolution.
It's hard to think, it's hard to talk with people--- the social scripts are all broken and the baseline feeling of my reality is warped into something ugly. When I'm depressed there is nothing "really awesome", it just doesn't exist.
On the other hand, I've found the whole condition can be fluid/mutable and have felt these sorts of low states much less often since I started meditating and paying attention to my internal state.
If the things that once made you feel really awesome (sex, motorcycling, coding, gaming, cooking, whatever) no longer hold any appeal for you, that means you're very likely not merely "feeling down" but actually clinically depressed.
It's like when a finger is numb -- you touch things with it thinking, "How odd, I ought to be feeling something." But you don't.
It's not just feeling down. It's your brain's ability to feel pleasure being physically broken.
I originally thought I was just different from everyone else, or that "they" were wasting their lives on pointless pursuits. Now I actually understand why it's so great having a niece to take to the park.
It is a lack of momentum and a heavy inertia to stay miserable and avoid change. It becomes a sunk cost where it's almost impossible to change something small in your life, let alone something big or huge.
Your advice is naive, and tantamount to asking "Have you thought about not being depressed, I hear that could work". If it were as simple as thinking your way of depression, it wouldn't be such a problem.
The best advice I've ever encountered is to take care of the little things, like sleeping on time, remembering to eat every day, doing laundry and getting out of the house. These are often the first things to go and often the hardest to get back into the routine of doing. Once you can manage a day at a time, it's easier to start to try managing a week at a time.
Large changes won't matter if you can't take care of the smaller things in life that support you. Depression isn't one of those things you can snap out of, but one that you can gradually work yourself out of.
It's not fun or easy though.
The issues of "doing something awesome" and depression are totally orthogonal.
Most people already are trying to do whatever they think is really awesome. For example, raise a family and have a steady income; or create a startup; or be an artist; or move to Europe.
In fact, the depressed person is probably already trying to do whatever he thinks is really awesome, or at least contemplating it, in real life, and being depressed is just getting in the way.