How is it that how you feel about yourself does not matter? It matters quite a bit. I also never said to bury your head in the sand and not improve anything? What I am saying is actually the exact opposite of that. Let me give an example: suppose you wanted to get in shape by going to the gym. You can sit around and think "I'm so out of shape", "I'm going to embarrass myself at the gym", "I won't be able to keep it up", etc. None of this is helping you with your original goal, which is going to the gym and getting in shape. Not only that, these thoughts are driving your mood down and making it less likely you will follow through on your plans, not more likely. These are the exact type of thoughts which depressed people deal with every single day. You can't just force them to stop occurring whenever you want, this is just what depression is. The ideal would be to change whatever core beliefs and assumptions are leading to these thoughts, but making that change with therapy can take a very long time. What you can do is take a more proactive approach early on to recognize these thoughts when they occur and deal with them every single time they come up (which will depend on how depressed you are). This may not stop the thoughts from occurring but you will have a strategy to keep yourself from self-defeating behavior.

> You can sit around and think "I'm so out of shape", "I'm going to embarrass myself at the gym", "I won't be able to keep it up", etc. None of this is helping you with your original goal

But they are true though. If it’s a choice between being miserable and acknowledging the truth, or being happy in a delusion of your own making, I’ll choose the truth every time.

I think people are being labelled as depressed way too often. In many cases it’s just a natural reaction to having a shit life. Anyone would feel like crap, it’s perfectly normal. The solution is to fix your life, not to convince youself nothing is wrong. If you don’t manage to delude yourself, if you see the world as it actually is, you get labelled as ‘depressed’. It’s not because you have to work 2 minimum wage jobs to make ends meet that you feel like crap, no something is wrong with YOU. CBT is basically a form of victim blaming.

You are very confused. I'm not saying those things aren't true. I'm saying they are just unhelpful. I'm not saying to delude yourself by saying "Actually, I am in shape", "I will never embarrass myself at the gym" or "I'll be able to keep this up forever". I'm saying, think more productive thoughts that will get you closer to your goal. For example, you say to yourself "I'm so out of shape. I hate how I look". What you want to do is catch yourself and ask "How are these thoughts helping me get in better shape?". They aren't. They are only hurting you. Going to the gym and working out is what will get you in shape, regardless of whether your thoughts are positive or negative. But thinking negatively all the time will sap your motivation and enjoyment of life.

Edit: I also want to acknowledge this:

If it’s a choice between being miserable and acknowledging the truth, or being happy in a delusion of your own making

There are clearly other choices here that you are missing:

- Think about something else that is not going to make you feel miserable. Take your dog for a walk, listen to some music you like, meditate. Relax, enjoy life.

- Reframe your negative thoughts. For example, if I think "I'm going to embarrass myself at the gym, I might as well not go". A way to reframe this is "so what if I embarrass myself at the gym? I'm not an expert at lifting weights and working out and that is plainly clear by me being out of shape. If someone else doesn't like what I'm doing or the way I look, that is their problem. I'm trying to do something good for myself here and I'm not going to let other people get in my way".

- Stop thinking your negative thought and make an action plan to fix it. For example "I'm so fat and out of shape". This will make you feel shitty for a brief period of time, but writing down a real plan that you can do to resolve the problem will make you feel better. The plan has to be doable. A lot of people make huge plans that are very difficult to execute. To make a doable plan to resolve a problem, you first may need to break the problem down in to smaller chunks. Also, it is important to remember that it doesn't matter if someone else was able to accomplish the same thing you're trying to do with less effort. The only thing that should matter to you is getting the results you want.

- Tell yourself to worry about the problem later. Again, "I'm going to embarrass myself at the gym". Is this really a problem for you right now if you're not planning to go to the gym until tomorrow? It is not a problem for right now. Shelf it for later and do something right now that can make your life better.

- Question your thought. Back to embarrassing yourself at the gym. You're making an assumption that the fit people at the gym are going to see an overweight person doing something incorrect and they will ridicule you for it. In reality, it is very likely that some of those people in the gym were once in your shoes, overweight and down on themselves and lost as to what to do. It is perhaps equally likely that someone will see your efforts and come over and offer you encouragement and advice. You may even make some friends.

- One last thing can just be to accept the thought as reality and move on. The thought: "I won't be able to keep this up forever". Well, that is probably true, but does that mean you shouldn't try? Do you respect people who quit before they've even started? Your own internal response to this should be "I can't keep it up forever, but I can try my best because that is the type of person I want to be" and leave it at that. And you may even be wrong. Maybe you can keep going to the gym until you're 80. Or another thing to ask is if this thought even matters? Your goal is just to get in shape in the near future, not have a six pack in your 80s.

- "But thinking negatively all the time will sap your motivation and enjoyment of life."

The thing is that people are not always embarrassed, because they like to feel embarrassed. You'll get comments, snarky, clever remarks that will stick in your head. You'll get people staring at you, pointing at you, laughing behind your back just in earshot. They'll twist the truth, saying your lazy or dimwitted. Those things make you feel negative too. Now you'll say, "but you got to break the vicious cycle!", but that's so easy to say. Even if you've been through the same, your experience is completely different. People get depressed because they see the work ahead to break out of that circle, and if it's big enough they start to contemplate their existence in life. Because at some point you'll learn, that after breaking this vicious cycle, there's a next, and a next. And the reward is often too small. It also definitely doesn't help that some people have it easier only because of sheer luck, and those same people will be the ones keeping you down - "where you belong".

Edit: For the record, I also think CBT sucks

I think what it comes down to is self compassion - you have to care about yourself, especially if you believe no one else does. This is something that doesn't just happen. You have to practice self compassion and do things for yourself. Another approach to build some self compassion is loving kindness meditation. Once you have some self compassion you can forgive yourself for some of your own faults. As you said, some of us are lucky and some of us are unlucky. Just like it's not the fault of the lucky people that they had good luck, it too is not your fault you had bad luck. Best not to dwell on what you can't have - all you do is torture yourself for no reason - and just focus on what you can have.

Edit: regarding what other people think, it is best to just focus on what you know to be true and challenge anything that could be potentially untrue. If someone ridicules you, they're a jerk. But don't engage in any sort of mind reading exercises. It is pointless torture. Focus on what you want for yourself and don't let other people's opinions distract you from your goal.

You're right of course, and this is something I've recently began to learn for myself (thanks for re-asserting). I just think this is a very difficult lesson to learn, since it goes so much against our social instincts (as humans).