For most of my 20s, I did not believe that I had clinical depression. No, what I had was clinical depression's cuter, more manageable cousin: seasonal affective disorder. I bought one of those lamps that is too bright for the afternoon darkness but alleges to make your brain think you are standing in warm, direct sunlight. I took vitamin D pills. I whined about how it was too dark and too cold and blamed my brain's rebellion against me on both.
It was easier to confine the bad feelings to a season. I had just moved from Texas to Washington, D.C., a place with real (if mild) winter. Everyone else was struggling, too! It's much more manageable to accept that you have a seasonal setback than it is to worry about a looming lifelong struggle.