Earlier quoted context omitted.
However, there is a personality trait, Neuroticism, which has to do with sensitivity to negative emotion, and also does correlate with depression, anxiety, etc. In other words, if you are higher in Neuroticism (i.e. more susceptible to negative emotions) then you are more likely to also develop clinical depression.
What is the state of personality theory constructs with respect to empirical validation (e.g. fMRI)?
Personally, my opinion is that the ambiguity of people's self-perceptions of their persona allows there to be an asymmetry between the harm they might get receiving advice about their personality and the benefit they might get from heeding advice about personalities that they can at least envision themselves as being perceived by others as having, if that makes sense. It probably isn't particularly empirical, but I don't know if we will get to a science of personality within our lifetimes (but (maybe..?) it would be nice to be proved wrong).