Excerpt from Spiritual Depression by MLJ

Psalm 42

As a deer pants for flowing streams,
so pants my soul for you, O God.
My soul thirsts for God,
for the living God.
When shall I come and appear before God?
My tears have been my food
day and night,
while they say to me all the day long,
“Where is your God?”
These things I remember,
as I pour out my soul:
how I would go with the throng
and lead them in procession to the house of God
with glad shouts and songs of praise,
a multitude keeping festival.

Why are you cast down, O my soul,
and why are you in turmoil within me?
Hope in God; for I shall again praise him,
my salvation and my God.
My soul is cast down within me;
therefore I remember you
from the land of Jordan and of Hermon,
from Mount Mizar.
Deep calls to deep
at the roar of your waterfalls;
all your breakers and your waves
have gone over me.
By day the Lord commands his steadfast love,
and at night his song is with me,
a prayer to the God of my life.
I say to God, my rock:
“Why have you forgotten me?
Why do I go mourning
because of the oppression of the enemy?”
As with a deadly wound in my bones,
my adversaries taunt me,
while they say to me all the day long,
“Where is your God?”

Why are you cast down, O my soul,
and why are you in turmoil within me?
Hope in God; for I shall again praise him,
my salvation and my God.

… the first thing we have to learn is what the Psalmist learned—we must take ourselves in hand. This man was not content just to lie down and commiserate with himself. He does something about it, he takes himself in hand. But he does something which is more important still, that is he talks to himself. This man turns to himself and says: “Why are thou cast down O my soul, why art thou disquieted within me?” He is talking to himself, he is addressing himself. “But”, says someone, “is that not the one thing we should not do since our great trouble is that we spend too much time with ourselves? Surely it contradicts what you have already said. You warned us against morbidity and introspection, and now you tell us that we have to talk to ourselves!”

How do we reconcile the two things? In this way. I say that we must talk to ourselves instead of allowing “ourselves” to talk to us! Do you realize what this means?

I suggest that the main trouble in this whole matter of spiritual depression in a sense is this: that we allow our self to talk to us instead of talking to our self.
Am I trying to be delibrately paradoxical? Far from it. This is the very essence of wisdom in this matter. Have you realized that most of your unhappiness in life is due to the fact that you are listening to yourself instead of talking to yourself? Take those thoughts that come to you the moment you wake up in the morning. You have not originated them but they are talking to you, they bring back the problems of yesterday, etc. Somebody is talking. Who is talking to you? Your self is talking to you. Now this man’s treatment was this: instead of allowing this self to talk to him, he starts talking to himself. “Why art thou cast down, O my soul?” he asks. His soul had been depressing him, crushing him. So he stands up and says,: “Self, listen for moment, I will speak to you.” Do you know what I mean? If you do not, you have had but little experience.

(Martyn-Lloyd Jones in “Spiritual Depression”, pages 20-21)