The only thing I'd add to this (as someone with stupidly depressive and negative thought patterns), is that there are techniques that can help.
The parent comment comes off as flippant, but I am going to assume it's not intended that way.
Learning to think more positively takes an incredible amount of effort. An effort which seemingly never goes away. It just never gets easier. It's like my brain is simply wired to assume the worst, worry and of course just constantly make suicide seem like some kind of great way out. So much so, that when I was younger, I had assumed everyone just walked around constantly wondering whether it'd be easier to just die.
To this day, that's where my brain goes first. Decades of nearly daily thoughts of ending it. BUT and this is the crucial part, to me that was just always part of the noise. It's there, but it's not forcing my hand. I can both live and also constantly think that I don't particularly enjoy just existing for existence's sake and therefore death sort of seems like a viable alternative. I don't act upon it, because I'm too curious to see what's next, for the time being.
Anyway, the techniques that people are often taught in therapy sound simple and obvious, but they are harder to do than one might assume. Especially for people deep in depression.
Gratitude journaling is one of those things. It is quite boring and tedious to write down what one is grateful for in life. To write down every single good thing that happened in a day, no matter how small.
BUT, it sort of forces you onto a track of positive thought. It literally blocks / occupies thought, because it takes effort to do and focuses the mind on the positive, even if for a short period of time.
Similarly, as stupid as it sounds, sometimes it can help to simply sit up straight and smile. There is some feedback loop between pretending to be happy and then sort of feeling a bit happier all of a sudden. Doesn't always work, won't work for everyone and deep clinical depressions are a whole different ballgame.
Exercise is a pretty big one for me as well. As much as I hate it, I always feel better afterwards.
Again, the sum of various small techniques can eventually make a bit of a difference.
I've come to terms with the fact that depression is hard-wired into my brain structure and it's not going anywhere. But, I have also made a ton of new pathways that allow me to more quickly switch into more positive and grateful modes of thinking. And this, in some ways, is like a list of positive things to think, like the parent comment alluded to.
Though without all of the above, I'd also take offense at the implication that depressed people can somehow choose to be depressed and need to just stop being depressed. That notion is ridiculous and has prevailed for (what feels like) centuries of ignorance of mental conditions.